we meet again, benny515
X windows does have a shell. Gnome and KDE both come with their own "terminal", I seem to recall, somewhere under gnome/kde menu > system tools or something like that
Xwindows is a graphical user interface [well, sort of]. What you need to install is a window manager / desktop environment of some kind. desktop managers [kde, gnome] are more comprehensive in the tools that they come with, wheras window managers [windowmaker, blackbox] are much simpler and hence more lightweight. If you're just starting out, I would advise you to use a desktop manager at first to get used to it. It has been said that KDE is the easiest for a newbie, and rather windows-esque in it's look and feel, although gnome isn't far behind
Oh yes, and there are various other "shells" in X windows apart from the ones that come with Gnome / KDE - the most popular is xterm.