you will be asked if you want to download everything, and proceed.
A note: Once Ubuntu-dektop in up and running it may be pertinent to remove things like Evolution if you don't plan on using that for your e-mail client. Note about installing via gnome-desktop packages… although it works some have had difficulty with it. It is much easier to install the ubuntu desktop packages rather than figuring out a gnome setup, and the plus of installing via “desktop” is that you get most of the packages that make up a minimal version of that particular buntu distro. Note that Ubuntu Studio's RTkernel doesn't seem to work out of the box, so don't temp trying unless you know what your doing.
Default Xubuntu theme for GDM causes X.org to crash - change your default GDM theme to something other than the default.