Thanks to project UNetbootin one can install several Linux distributions, including Debian, without the need to burn a CD.

UNetbootin works using an installer program to add an entry to the bootloader in use (either GRUB or Windows' bootmgr, bcdedit or boot.ini) that boots a netboot kernel, which then downloads and installs your distribution of choice through your Internet connection.

Keep that in mind next time you're converting your Windows-using friend to Debian :)