If you already have the server edition installed, no need to burn a new CD, just install the desktop from the repository.
At the terminal, type:
sudo apt-get install ubuntu-desktop
You need to be connected to the Internet, and you will be prompted for your password. After that, it may ask you if you want to continue (hit Enter). It should go through a long list of stuff and download it and install it. Then you can use startx to get into desktop. It should also go to the desktop login screen next time you restart your machine.