On the Login Screen (GDM), click on Sessions (just below where you enter your username), and select Failsafe Terminal. Then enter the username and password you used when installing Xubuntu.
Once booted into the Terminal, add the LXDE Hardy PPA repo, as per the LXDE wiki:
sudo nano /etc/apt/sources.list
Scroll down to the bottom using the down-arrow key, and add the following:
deb http://ppa.launchpad.net/lxde/ubuntu hardy main
Exit (Ctrl+X), then Y to save when asked.
You will need to be connected to the internet from now on, which essentially means an ethernet connection is necessary.
To install LXDE and Openbox (with LXterminal), type the following:
sudo apt-get update sudo apt-get install lxde lxterminal
The LXDE components are described in the LXDE wiki. The components installed as a result will be listed, and you will be asked to confirm (Y) following a warning about verification (since there is no GPG key for the PPA repository). Essentially, lxde, openbox and lxpanel are all that are required for now.
Once it's finished, and a new command prompt appears (presumably with no reported errors), logout with: