Underground was first released on a series of 'several episodes' disks. These are confusing, because they don't have a visible volume number, nor do they list which episodes are on them, on the front. Most store descriptions also don't say what you get when you buy. These are LIKELY to be in order (left to right) in the image. (write in if wrong) Each one is between 76 and 90 minutes long, so you get a decent amount of content per disk.
The episodes DO have an order, but the continuity of the show isn't 100% (meaning you can watch some of it in any order and nothing will be confusing, it was part episodic / part continuity based.