That depends if you need network access while you are installing Lenny.... It is a more advanced way of doing it but it ensures you still have connectivity after you wipe the hard drive clean too.... Very handy for hunting down those pesky firmware packages and windows drivers....I would recommend using a live cd (preferably Kubuntu Live Install CD) and then install Lenny using debootstrap.That's the complex way to do it!
Simply Install a Debian Desktop from CD/DVD, then enable the wpa. Note: That's odd, but gnome CD1 (debian-500-i386-CD-1) don't have the package wpasupplicant (so you also need CD2). on the other hand, debian-500-i386-kde-CD-1 and debian-500-i386-DVD-1 does have it.