It's likely the lenny part was removed as openvz (as well as vserver) is now in the main repository.

 So if you are using debian lenny no external repo's required.

 If you are using ubuntu 8.10, it may be possible to grab it from lenny and try it (I haven't tried this so no idea how well this will work).

I'm considering try this myself, I use 8.10 as my desktop but want to run a few virtual machines using openvz and having no repo for ubuntu is a pain.  Similarly using lenny is a pain as IMO and experience the desktop experience on ubuntu is less hassle than debian. (If I was just running a server, this would be a non-issue, I would have just used lenny).