You should be able to download KDE from the ubuntu mirrors..
haven't done it personally, but I have installed gnome onto a server.. pretty straight forward
Search ubuntu's site for installing KDE on Ubuntu...
it's probably something like sudo apt-get install KDE
there may be a how-to there too... it's probably faster, but not as quite as easy...
Before you do that, it looks like the new installer has a livecd so you may not need to.
The torrent: click the link, and open it with (whatever your torrent proggy is)
ubuntu installs one by default, can't remember which one...
I think it's BitTornado...
anywho, Torrents are Distributed files... the actual file is broken up into chunks.. and the chunks can be downloaded virtually on their own... This way, you can have multiple chunks downloading at the same time..
and vice versa, when you start downloading, the data you download is available for whomever needs it..
Most torrent clients try to download the hardest to find chunks first, to make them available to the swarm.
The swarm is simply a group of computers that are all trying to download the same file.
hope that helps.