You only need the "IL2 1946" DVD. It contains all previous IL2 games.
You will need the 4.08m patch too.
If you want to play online, you will need "Hyperlobby" or a similar program.
If you want to be part of a community of online fliers, there are many places to
go, but I highly recommend
http://www.battle-fields.com. they run 3
excellent servers and there are a top bunch of chaps on there (mostly in European time zones).
What is your flight stick budget?