You need to download a Live CD for either KDE or GNOME. Install from the Live CD which can then download additional packages as long as you have an active Internet connection recognized by the installation program.
The other way is to download the dvd iso and use the network boot cd to install from hard disk.ust make sure you have copied the dvd to an accessible partition on the hard drive - maybe create a small partition and copy the dvd into it. You then point the installer to this partition.
Another way with the net install is to put the dvd into a server/pc that will give either ftp or http access.