Yea but that's in the uk. Us version might be gimped and give us a voucher for 1. It was asked by several people if the us version had all games on disc and no one ever answered. Might be better off importing it.
When you start the game you should have an option of playing Killzone 2 or going to extras. Go to the extras and there you will be able to install and later play Killzone 1. If that doesn't work contact Tech Support cause that's how it's supposed to work.
Took your advice, and it worked perfectly---I REALLY feel like a goof. I had contacted Amazon before your reply and, without any hesitation, they gave me a return authorization. Their service is one of the many reasons I remain loyal to them. I wrote UPS and cancelled their pick up of the game (which I really love).