You can choose a Minimal Installation by de-selecting everything in the Package Group Selection screen, see the section called “Package Group Selection”.
Minimal Installation is intended for those with specific uses in mind for their Mageia, such as a server or a specialised workstation. You will probably use this option combined with Manual Package Selection, see the section called “Choose Individual Packages”.
If you choose this installation class, then the next screen will offer you a few useful extras to install, such as documentation and X.