There are two different netinst CD images which can be used to install sarge with the debian-installer. These images are intended to boot from CD and install additional packages over a network, hence the name 'netinst'. The difference between the two images is that on the full netinst image the base packages are included, whereas you have to download these from the web if you are using the business card image. If you'd rather, you can get a full size CD image which will not need the network to install. You only need the first CD of the set.

Download whichever type you prefer and burn it to a CD.

It's also possible to boot debian-installer completely from the net. The various methods to netboot depend on your architecture and netboot setup. The files in netboot/ can be used to netboot debian-installer.

It's possible to boot the installer using no removable media, but just an existing hard disk, which can have a different OS on it. Download hd-media/initrd.gz, hd-media/vmlinuz, and a Debian CD image to the top-level directory of the hard disk. Make sure that the CD image has a filename ending in .iso. Now it's just a matter of booting linux with the initrd.