I don't know if sid (unstable) can be installed directly. I have successfully installed woody (testing) directly via ftp by following the instructions at http://cdimage.debian.org/ch11.html, but substituting /dists/stable/main/disks-XXXX/ with /dists/testing/main/disks-XXXX/current/
i.e., I download the basic install files from http://[your_favourite_debian_mirror]/dists/testing/main/disks-i386/current/ under Windows, ran the file install.bat from a safe-mode command prompt, and followed the instructions. No need to install potato (stable) first. Find your nearest mirror at http://www.debian.org/misc/README.mirrors Bruce