Both GNOME and KDE are graphical environment for your Linux system. Normally choosing either one of them is sufficient. If you have a lot of free disk space for linux (approx. 2GB), and want to play with both of them, we suggest you select them all. The install program will select the appropriate packages to install based on your selection here. However, you can select the individual packages to install if you like, but this is for expert users only.