To find the nearest (and thus probably the fastest) mirror, see the list of Debian mirrors.
When downloading files from a Debian mirror, be sure to download the files in binary mode, not text or automatic mode.
The installation images are located on each Debian mirror in the directory debian/dists/sarge/main/installer-alpha/current/images/ -- the MANIFEST lists each image and its purpose.
If you choose to boot from ARC console firmware using MILO, you will also need to prepare a disk containing MILO and LINLOAD.EXE from the provided disk images. See Section 5.1.1, “Alpha Console Firmware” for more information on Alpha firmware and boot loaders. The floppy images can be found in the MILO directory as milo_subarchitecture.bin.
Unfortunately, these MILO images could not be tested and might not work for all subarchitectures. If you find it doesn't work for you, try copying the appropriate MILO binary onto the floppy (ftp://ftp.debian.org/debian/dists/sarge/main/disks-alpha/current/MILO/). Note that those MILOs don't support ext2 ``sparse superblocks'', so you can't use them to load kernels from newly generated ext2 file systems. As a workaround, you can put your kernel onto the FAT partition next to the MILO.
MILO binaries are platform-specific. See Section 2.1.2, “CPU, Main Boards, and Video Support” to determine the appropriate MILO image for your Alpha platform.