Getting and Installing
The easiest way to install xfce is to fire up your graphical software installation application (such as Synaptic or Yumex). From there do a search for xfce4. You will find plenty of results most of which are the individual modules that can be added to xfce. Pick and choose what you want to install. Your installer should pick up all dependencies so that, once installed, xfce will run properly.
If you prefer the command line you can always enter sudo apt-getinstall xfce4 on an Ubuntu-based system, urpmi xfce4 on a Mandriva-based system, or yum install xfce4 on a Fedora-based system.
Once xfce is installed, log out of your current session, select xfce from the login screen, and log in.
If you're not really interested in having to install xfce, you can always choose to use a distribution that ships with xfce as the default desktop environment. Such distributions include: ALTLinux, Arch Linux, DreamLinux, Gentoo, Mythbuntu, Slackware, Xubuntu, Zenwalk Linux.