IIRC the sarge installer CD just lists the "main" packages
If you also want "contrib" and "non-free" and "non-US"
your /etc/apt/sources.list should look something like this:
deb ftp://ftp.us.debian.org/debian/ sarge main contrib non-free
deb http://non-us.debian.org/debian-non-US/ sarge/non-US main contrib non-free
To add/remove packages use the text based "dselect".
To configure a bunch of stuff at once use "tasksel".
Once you have your GUI going use "synaptic".
If you need to tweak X use (from console as root)