Ok to the basics. They have the original FFXI. and 3 expansion packs. Expansion packs are "add-ons" to the original FFXI. They add new monsters, equipment, storyline , and jobs to your playing experience.
Rise Of the Zilart adds Samurai Ninja and Dragoon jobs and access to the Elshimo lands, Li'Telor Region, and "Sky"
Chains Of Promathia adds a real storyline to the game. Although it doesnt add any new jobs its a good expansion to have.
Treasures of Aht Urhgan was released this year and adds a whole new continent in the east and 3 additional jobs. Corsair, Puppetmaster and the infamous Blue Mage that appeared in earlier FF's.
All of these and more are in the Vanadiel Collection 2007 for PC that sells for $29.99 at any game store.