Yep! The author is Bernard Cornwell, and there are quite a few of them in the series. Click here for more info on the books:

http://www.bernardcornwell.net/index2.cfm?page=1&SeriesId=1

The television series is based on the novels (sometimes rather loosely!). Click here for info on the TV series:

http://www.compleatseanbean.com/sharpe.html

The first Sharpe book I ever read was Sharpe's Tiger, which introduces him as a private in the British Army in India. Two other books in the India series follow, and it goes from there. :-D