Debian GNU/Linux is distributed freely over the Internet. If you simply want to install Debian, these are your options:
Buy a set of CDs
The easiest way to install Debian is with a set of CDs bought from a vendor. There are a number of places you can obtain these CDs, such as:
Download files over the Internet and make a CD set yourself
The biggest advantage of downloading the .iso files and burning them yourself is not having to wait for CDs to arrive. The full 14 CD set can be downloaded in .iso format from [http://cdimage.debian.org/debian-cd/3.1_r0a/i386/iso-cd/].
Download the installation system, and just download what you need as you go
If you are downloading from the internet you may be better off just downloading the installation system and installing packages as you go. The advantage of doing this is that the install CD is only around 100MBs to download and you only download what you need. For more information on installing Debian this way see ["?NetInstallCd"].