I was having trouble with apt-get wanting a CD-ROM. This was inside a Nagios VMware appliance so I didn't have the CD. apt-get appears to default to using the cd, all you need to do is edit /etc/apt/sources.list and comment out the first line. Then uncomment one of the web address lines, in my file they where nicely commented so my final file looked like:
#deb cdrom:[Debian GNU/Linux 3.1 r1 _Sarge_ - Official i386 Binary-1 (20051218)]/ unstable contrib main
deb file:/root debs/
#deb http://security.debian.org/ stable/updates main contrib
deb http://debian.oregonstate.edu/debian/ stable main
#deb http://debian.oregonstate.edu/debian/ unstable main
A quick 'apt-get update' and I was in business.