Updating the url list apt-get uses in debian
The file you are looking for is /etc/apt/sources.list.
Chances are your host is using one of the older OpenVZ templates which had bad repo URLs.
Try my list:
deb http://security.debian.org/ lenny/updates main contrib non-free deb http://volatile.debian.org/debian-volatile lenny/volatile main contrib non-free deb http://ftp.us.debian.org/debian/ lenny main deb-src http://ftp.us.debian.org/debian/ lenny main deb-src http://security.debian.org/ lenny/updates main deb-src http://volatile.debian.org/debian-volatile lenny/volatile main