You only need the HOW cd after you installed the ToL.
Install steps:
1. IWD
2. HOW
3. ToL (includes all the patches like Leafy said)
If you are anal like me you can go this route for installing:
1. IWD
2. IWD patch 1.06
3. HOW
4. HOW patch 1.41
5. ToL
It seems like overkill and probably is, good luck!
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