I installed Debian through the netinst. However, it did not ask me for downloading anything. It just installed the bare system. So, how do I get other stuff to install? Apt is configured, so do I just use that and if yes, then how do I use it? (I was using Slackware which I did not like all that much).

There's a bit of a learning curve for you here

If you have dselect installed I suggest you try it out ...

If dselect is not installed:
#apt-get install dselect

Have fun!

I can't stand deselct. Just use the above command given by uberNUT69 to install anything you like. You can specify multiple packages at once like this: apt-get install package1 package2 ... packageN. Some packages you'll be interested in getting may be:

x-window-system = XFree86 (all libraries, binaries, etc)
kde = KDE (all core binaries, libraries etc)
gnome = GNOME (as above)
wmaker = The WindowMaker window manager
fluxbox = The fluxbox window manager
mozilla-firefox = Mozilla's firefox browser
mozilla = The Mozilla suite
xmms = The X MultiMedia System

That should be enough to get you started.

Yes, but if I have cds, then can I install from those or is that the same as dselect. I tried that and it was a big pain in the ass.

You can install from CDs via apt-get. Dselect is just a front end for apt-get, so anything dselect can do apt-get can do (better). You just need your CDs to be listed as apt sources in your /etc/sources.list. You don't add them manually, though you add them with apt-cdrom. The packages on the net will be newer, though.