There are three different “versions” of the Lenny installers that you can use. These are (from most stable installer to least stable installer) Lenny Beta2, Lenny Weekly-Build, and Lenny Daily-Build.
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Also, for Lenny Beta2 and Lenny Weekly-Build, you have the option of installing a 150MB netinstall iso image, or one or more 650MB CDs, or one or more 4.4GB DVDs. If you use the 150MB netinstall iso image, only the core os components are installed, and the rest of the installation is done by downloading from the Debian mirrors during the installation. If you have a 384KB SmartBro connection like the one I have at home, netinstall will require 12 to 18 hours to complete downloading, depending on the Debian mirror used, and on the packages that you selected to install. I like using the first CD or the first DVD to install Debian Lenny, so that only a few hundred more packages need be downloaded from the Debian mirrors during the actual installation.