Lyn, thank you very much for that report.
I see how manually installing packages can give you incomplete results, as the different install options depend on several packages combined with a configuration one.
If you first install the IceWM option and want to test out Openbox, try the following: Insert the cd and let it mount, then use commands "installpkg /mnt/cdrom/option2/*.txz", then "installpkg /mnt/cdrom/config/option2.txz". This should give you Openbox with PCManFM, desktop handling and fbpanel, which automatically populates the menu. The more I used it, the better I liked that setup.
To advance all the way to LXDE, use the above commands for option3. Note that you need option2 first, otherwise there will be missing pieces.
Maybe I should include meta packages on the disc for this purpose?