Lenny installing software
Debian provides the apt-get system which lets you manage prebuilt applications. Before you do this you need to update Debian's list of package versions and locations. This assumes you have a valid network connection to the internet.
Debian Lenny has been moved to archive so you will need to update /etc/apt/sources.list to contain these two lines:
deb http://archive.debian.org/debian lenny main deb-src http://archive.debian.org/debian lenny main
Now you can update the local cache of packages:
For example, if you wanted to install picocom you could use the apt-cache command to search the local cache of Debian's packages.
root@ts7500:~# apt-cache search picocom picocom - minimal dumb-terminal emulation program
You can often find the names of packages from Debian's wiki or from just searching on google as well.
Once you have the package name you can use apt-get to install the package and any dependencies. This assumes you have a network connection to the internet.
apt-get install picocom # You can also chain packages to be installed apt-get install picocom nano vim
For more information on using apt-get refer to Debian's documentation here.