I downloaded the Xubuntu ISO file from the official site. But after installing it through the wubi installer I still got gnome interface instead of Xfce. What's gone wrong? What should I do? I double checked the file.
The Wubi installer ignored your ISO, and simply downloaded and installed regular Ubuntu instead.
Uninstall Wubi, and try again. Follow the instructions in this answer on how to get
Finally, to be safe, physically disconnect your Ethernet cable OR disable wireless (turn switch off, etc.) before you press the Install Button on Wubi.