If you are running Debian, it is strongly suggested to use a package manager like aptitude or synaptic to download and install packages, instead of doing so manually via this website.

You should be able to use any of the listed mirrors by adding a line to your /etc/apt/sources.list like this:

deb http://ftp.de.debian.org/debian squeeze main 

Replacing ftp.de.debian.org/debian with the mirror in question.

debian-installer udeb package

Warning: This package is intended for the use in building debian-installer images only. Do not install it on a normal Debian system.