Your .xinitrc file will need to be changed to start lxde instead of openbox. Open a terminal, and type
nano ~/.xinitrc. You should see a line that says "exec openbox-session". Comment that line out by adding a "#" as the first character. Then, add a line that says
The xinit manpage offers a more complete description of what this file does, but basically, it's the file that startx looks at to decide what to do, and what order to do it in. Here's the manpage for ubuntu's xinit file.
If that doesn't work, the LXDE wiki also has the following instructions on their wiki:
No display manager, use startx
Run following command:
sudo update-alternatives --config x-session-manager
Then choose startlxde. The next time you run startx, LXDE will be started.