First off, you'll need kernel-headers, etc. in order to compile the driver, so install those using Debian's package management system.
When I selected the 32-bit Linux Geforce2 MX400 on NVIDIA's driver search page, it brought me here:
Assuming that's the right one, usually what you do is switch to the terminal (Ctrl + Alt + F#), log in as root, and issue "init 3". That will kill X so you can install the driver. Once you're there:
chmod +x NVIDIA*
Replacing NVIDIA* with your actual driver filename
If it complains about the nouveau driver, you'll need to disable it. On my machine, Step 5 from this page is what did the trick:
But that was Fedora, not sure about Debian
The install will backup and modify your xorg.conf for you
Once up and running, I usually just use nvidia-settings to configure the display how I want it (dual-head, resolution, etc), it usually does a pretty good job and rarely requires diving into the xorg.conf manually.
Keep in mind that when installing the driver this way, it will be compiled for YOUR specific kernel. That means that if you update your kernel in the future, X will break, and you'll need to reinstall the driver to get it working again. It's not a huge pain, but it can be a little freaky when you update your kernel without thinking, and don't reboot. Four months later, your reboot the machine for whatever reason, and X doesn't load, and you get a little panicky because you forgot that you updated the kernel four months earlier and never recompiled the NVIDIA driver for it.