Yes, I have had wireless issues also with Debian and wicd just up and works. Of course, when installing wicd, I also remove network-manager which should also remove network-manager-gnome or kde depending on the desktop environment(s) installed.
Did you issue command: apt-get update
before trying to install.
And synaptic is the GUI installer you are looking for, it should be in the administration section of the menu. Hitting the reload button in synaptic is the same as the apt-get update command.
And your sources.list may be missing something, was it automatically generated or did you alter it? because there is usually a forward slash after the URL:
lenny main non-free contrib
EDIT: One more thing you can try is to change your repository to an http site rather than a ftp. Here is the list of Debian mirrors
, the defaults are all ftp, the secondaries offer both in most cases, ftp is the first link, http the second. Scroll down towards the bottom of the page to United States, pick something close to home, they are mostly Universities. Click on the link to one you would like to try, the browser will take you to the site, copy the URL as is and past it over the default URL in your sources.list as root and save it, reload and try to install again.