Yeah, both these answers give a good answer to your question:
- Switching window manager/desktop environments?
- How do I install LXDE / Lubuntu?
But somehow they forget to mention that you must click on the small logo/circle which resides beside your username when starting your session. Something that you won't see if you have auto-login activated. So...
1.- If you write a password in order to start your Ubuntu session, simply click on the small icon (maybe a circle, an ubuntu logo or another thing depending on your current theme), and choose your desired Desktop environment from the list.
2.- If you have auto-login activated, first close your current session in order to see the options mentioned on the step.