I was trying to install Kubuntu at a location that required going through a proxy to reach the Internet. My previous installs of Kubuntu in such a situation failed, but version 8.0.4 appears to have fixed that, or I just never found the option to allow a proxy during the install before.
The option for allowing a proxy hides at the last screen during the install process before hitting the install button. Pressing the "Advanced" button that appears there leads to a window with an option to put in proxy information.
Still, Kubuntu fails to sufficiently address proxies when it comes to installing packages. There is no option to give a proxy and the package install program completely ignores the proxy settings in KDE. While a solution is given that requires going into a console, this solution did not fully work for me and should not be necessary for general users.
I later installed Ubuntu, which had no problems whatsoever.