If you are afraid of exchanging queens then 6...Nbd7 is possible to prepare 7...e5 however that doesn't put enough pressure on white's centre and hardly played anymore.
If you want to play for a win in the exchange variation, 9...c6 is adviced.
The classical variation is played more often than the exchange variation and you should give more attention to that. I would suggest the book by John Nunn.
I want to play that setup against all of whites diveriations after d4. The problem is i had a book from everymen (starting out or play the kings indian) and it only shows the kings indian lines and didnt tell to much about the structure etc. Is there a book wich explains all that kind of stuff so im able to play it?? Also i would like to know if its possible to play the kings indian as black without early exchanging queens, without having to get a bad position while avoiding it??