Here's yet another guide at HowtoForge in collaboration with debianhelp.co.uk!
Learn how to do it at howtoforge.com
They start without any foreplay:
Install Steps VHCS 22.214.171.124 in Debian 3.1 base install
On install of Debian, select no packages to be installed, allow it to connect to the internet and let it download anything it needs, usually its libs etc. Exim is most likely installed at this point so dont worry it will be removed shortly.