Game and Gamestation still sell'em cheap;
http://www.game.co.uk/Games/PC-Games...329699/?s=1946
You can download, or just pop into the store and have a look in the "2 games for £10" section...that's were I picked mine up a few years back. I'm old school and have always preferred to have physical CD/DVD in my hand, but each to their own.
You can get IL2:1946 just as cheap on Amazon or Ebay...it has tonnes more maps, aircraft, missions, and playable via Hyperlobby for online gaming.
My mate just did exactly the same thing and bought the original IL2: Sturmovik, even though I told him not to
...the main aim of us playing was to play online together...he sold his older copy and downloaded 1946 problem free from Gamestation, which is version 4.07m out of the box.
Then, as the guys have written above, you'll have to patch to v4.08m, then 4.09, then 4.10m, and finally v4.10.1m (there is a mega patch out there but I've never tried it).
Best advice is to download the patches and Hyperlobby client (hyperlobby will be the first answer when googled)...and burn them all to disc to save you having to do it all again in future.
Next bit of advice (which some may disagree with) is to play around with the Full Mission Builder (FMB)...this will save you flying for 25mins to target practice, or just to get shot down at the first sign of the enemy. This is a helpful site:
http://www.il2-fullmissionbuilder.com/index.php
Then you've got mods and extras, but I wouldn't worry about them until you're bored of the original content, which will be in about another 10 years
Happy flying.