Since you already have the CD's downloaded, and assuming you don't have
a speedy connection handy, you can just burn the first CD to get you up
and running, and then use a loop mount to mount the images for 2 - 8 and
get to the packages like that. If you DO have a fast connection, just
let the setup take care of managing your sources.list and install away.
One thing I'd STRONGLY recommend is trying the new Sarge installer.
Especially coming from a Red Hat background, it is a LOT easier than the
previous Debian installers. Almost everything is auto-detected for you
now and it actually seems to get it all right. To anyone who's used some
of the previous Debian installers with some obscure network cards (such
as myself), the fact that the new installer will set up the card, get an
IP address, and take care of your overall network setup before you can
blink is really REALLY amazing. :)