Right. Specifically, at least the x86 CD/DVD images use isohybrid, which makes them simultaneously valid as burnable media images and as bootable disk images.
And this release also coincides with a Debian website redesign, which makes the site both much more usable and much shinier. Notice that http://debian.org/ has a prominent link to the x86 multi-arch image in the upper right corner of the page.
Of the distros I have used, only Ubuntu ships images that only boots on CDs. Debian, Arch, OpenSUSE all ship images that boot on "normal" storage (such as USB sticks, HDs, SSDs) and can be DD-ed to them.
You can just raw copy (with dd) (most) Squeeze images to an usb-stick, and start installation from there.