If you want to add xfce/KDE desktop environment to your Ubuntu(Gnome), that can be done using following steps-
1. Go to System->Administration->Synaptic Package Manager.
2. Click search and write xubuntu-desktop/kubuntu-desktop and search.
3. Check Mark for installation and then click Apply
This will install xubuntu-desktop/kubuntu-desktop to your Ubuntu system.
To login to xfce or KDE environment change the session on the main Log-on screen.
I have three desktop environments(Gnome(default), xfce and KDE) on my Ubuntu 8.04 system.
Enjoy all environment.