If you're using Potato or Woody: because of a change in jigdo, the version of jigdo-lite that comes with Potato and Woody (r0 and r1) cannot download Sarge and Sid images. The jigdo-file packages from Sarge (0.7.0-2) and Sid (0.7.0-2) can download Sarge and Sid images. Also, a bugfixed version of jigdo-file (0.6.5) was submitted for inclusion for Woody r2 and will hopefully be available when r2 comes out. However, because of bug fixes and enhancements, you're urged to use jigdo-file from Sarge or Sid.
If you're using Sarge or Sid, then you may need some help. Search the archives of the debian-cd mailing list, and if that doesn't solve your problem, you should send them a request for help (Section 7.4).