Ubuntu's default desktop environment is Gnome. Sometimes people using Ubuntu want to try out KDE as well, though.
Warning: having KDE and Gnome together means you'll have cluttered application menus full of KDE applications and Gnome applications. You may also run into some other cosmetic problems (the KDE QT look taking over some of your Gnome themes, a hidden file on your desktop that keeps appearing in Gnome after you've just logged out of KDE). One of the most common problems is the new desktop environment "taking over" the boot splash screen. Here are some instructions to fix that problem.
Even though these instructions are for KDE, the same principle applies for adding Gnome to Kubuntu or XFCE to Kubuntu or Ubuntu. Basically, you install the desktop environment, log out, and choose the desktop environment.
Note: Some people may tell you to install KDE using Synaptic Package Manager or apt-get. Using aptitude instead will make KDE easier to remove later if you wish to do so.
Paste this command in the terminal:
sudo aptitude update && sudo aptitude install kubuntu-desktop
During the installation process, you should be asked whether you want to use KDM or GDM as your default display manager. If you think you'll use KDE more frequently, make KDM your default. If you think you'll use Gnome more frequently, keep GDM as your default.
The default can always be changed later by modifying the /etc/X11/default-display-manager file. For KDM, the file should read /usr/bin/kdm; for GDM, the file should read /usr/sbin/gdm
When KDE is done installing, log out.
If you're using 6.06 or later, once you get to the login screen, click on Options and then Select Session.
In older versions of Ubuntu (5.10 or earlier), you would have a separate Session button instead of drilling down to Session from Options.
In the Sessions dialogue, select KDE and then Change Session.
Finally, before you log back in again, decide whether you want to change to KDE just for this session or if you want to make KDE your default desktop environment.
Then, log back in, and you should be using KDE.
To switch back to Gnome, just log out and select Gnome from the session menu.
If you later decide you don't want KDE any more, go back to the terminal and paste in
sudo aptitude remove kubuntu-desktop