Jigdo (Jigsaw Download)
Before jigdo, there was a worse way: downloading the entire ISO. Debian get updated often.
in a terminal to use it.
When you run jigdo-lite(1), you can put an argument for the CD/DVD numbers in brackets, for example:
which would download them all one after the other.
http://www.debian.org/CD/jigdo-cd/ - Downloading Debian CD images with jigdo
jigdo - jidgo at the Debian Package Tracking System
http://atterer.org/jigdo/ - jigdo (Jigsaw Download) - a download manager for CD/DVD images
http://www.tldp.org/HOWTO/Debian-Jigdo/ - Debian Jigdo mini-HOWTO
Danger of building incomplete CDs: https://bugs.debian.org/cgi-bin/bugreport.cgi?bug=639937