I wouldn't get anything extra like an enhancement pack until you have the basics running. Don't be distracted by such things yet.
You are absolutly correct to want to get the basic 2500 game running first, so ignore other suggestions about updates until you have reached that milestone.
And if you really have DirectX 6 then you will want to say Yes to the installation of DirectX 8 from the CD.
However I would be more inclined to download the latest DirectX form Microsoft and install that instead.