- Shutdown the Macbook
- Press the power button
- Hold the "Alt" key (option key) - Holding "C" won't work.
- When the boot-select screen shows up, it displays the built-in harddisk "Macintosh HD".
- Insert the Xubuntu DVD
- Wait...
- Now, 2 new boot options should appear: "Windows" and "EFI boot"

I've selected "EFI boot".
Links:
Startup key combinations for Mac (support.apple.com)