So, I bought the The Settlers: Heritage of Kings a few weeks ago and loved.
Wanting to play more, I was on the web and saw there were some expansions.
So I went to the local store today to see if I ca get any, and the have a combo there called The Settler: Heritage of Kings - COMPLETE. On the cover if the disc it says that it has the original game plus 2 expansion packs: Expansion Disc & Legends Expansion Disc.

I Installed this new game and started playing, only to realise that it's not the expansions at all, just a exact copy ofd the first original. So, now I have two copies of the original and no expansion!!! And by living on another continent, the chances of getting this mess sorted out is ZERO!

Have you tried looking for the expansions in the start menu and all programs and that stuff, it might be in there but you just havent seen ti and there isnt a shortcut on your desktop.

I may have had a similar problem. I went back to this game some months after buying it and thought I had lost what should be the second disc. Looked all over the house, could not find it. I eventually found what I was looking for is actually on the first disc. I went through the installing process again using the first disc with the original already installed and was able to install the first expansion.

If you only have one disc, presumably you have a DVD version which combines the original and expansions into one package, as originally, HoK was released on two CD's and each expansion was on a CD, so HoK, the unnamed first expansion, and the second, "Legends" expansion would easily fit on one DVD disc.