Since I wanted all luck on my side, I followed the recommendation from the Debian website. I downloaded and installed JigDo, and then I politely asked JigDo to download the Debian operating system for me.

To be precise, when you download the Debian operating system, or probably most GNU/Linux distributions, you do not need to get all the CDs. It's probably enough to just get the first CD. I asked JigDo to download the first three CDs. Honestly, I didn't quite understand how many CDs I needed. I chose to get the first three because it seemed fairly clear that this would be enough to get my computer connected to the internet. And I figured once I connected to the internet, I could always get other CDs if I needed them.

JigDo happily obliged, downloading overnight and informing me the next morning that it had successfully downloaded three CD images piecemeal, and that it had successfully reconstructed them into three big CD image files that I could now burn onto blank CDs.