If you're using the apt access
method, selecting Install actually initiates installation, removal,
and configuration of packages. You can exit
dselect after the installation process
completes.
If you're using some other access method,
dselect may not install every selected package
in a single operation. When the installation process completes, you
should select Install and see if more packages are installed. When
you select Install and no more packages are installed, you can
proceed to the subsequent steps: configuration and removal.
When the installation process is complete,
dselect prompts you to press Enter to return to
the main menu.