It is risky, but might be OK. Since you clearly do have internet access somehow (or you would not have posted this question), I would recommend downloading the packages manually and installing that way.
Ubuntu is based on Debian unstable (sid), but it has changed a lot along the way, uses a different kernel and various libraries that are compiled for Ubuntu. Mixing Debian and Ubuntu packages is not a good idea at the best of times and trying to combine a recent Ubuntu with the versions you will find in a (presumably older) Debian DVD is almost certainly a bad idea. Add to this that you have a DVD for stable and not testing which implies even older versions and you are opening yourself to version conflict hell.
Depending on what the program in question is, it might work fine or it might cause you problems. Have a look at these pages for some more information: