You should find gfortran-4.3 in the lenny repository. Once enabled, just start synaptic and type gfortran in the search box. It will show you a list of related programs. Look for gfortran-4.3 and select it to download. I think gcc is one of its dependencies so it will be included with the download. Once installed, gfortan wil be in \usr\bin so make sure you specify the path when compiling. Also make sure the fortran program you want to compile has a f95 extension or it will not compile.

For example

\usr\bin\gfortran-4.3 program.f95 -o program

will make a fortran 95 executable called program.

Hope that helps.

EDIT: You don't have to be in LXDE to compile or run a program. Just open xterm and type debbie-sue. Then proceed as usual. Note, when using debbie-sue, you will be put in /home/user.