I see Dandu's doing his usual short, wonderfully informative answers.
For the Complete Warrior Kensai:
Check out
The Kensai Handbook for optimization strategies for the Kensai.
If you've already started a Fighter (or just want to do it from Fighter) then:
You're automatically limited to Ftr 5 for the BAB.
The cross class skills are the problem (as I'm sure you know from your question). In that case, it would be Ftr 7 since you have to have the Conc/Dipl before you go Kensai. Then at 8th, you can become Kensai. (Ftr 7/Ken 1)
Note, however, a single level of Paladin (or a class that has the class skills) will allow you to treat Concentration and Diplomacy as class skills and so you can do it by 6th (i.e. base classes 5/kensai 1).
Oriental Adventures also has a Kensai class, but I presume you mean CW.
Oh, and I forgot, if you were willing to burn a feat or two

to get there quicker, there is at least one, I believe, in Unearthed Arcana to give you cross class skills as class skills.