Next, download a Debian netinst CD image, and copy that file to the
memory stick; any filename is ok as long as it ends in .iso.
Actually, the instructions AREN'T that clear. The instructions start
out with:
"There are two installation methods possible when booting from USB
stick. The first is to install completely from the network. The
second is to also copy a CD image onto the USB stick and use that as
a source for packages, possibly in combination with a mirror. This
second method is the more common.
For the first installation method you'll need to download an
installer image from the |netboot| directory (at the location
mentioned in Section 4.2.1, “Where to Find Installation Images”<http://d-i.alioth.debian.org/manual/en.i386/ch04s02.html#where-files>)
and use the “flexible way” explained below to copy the files to the
USB stick."
The only installer image in the netboot directory is mini.iso