Ooooh, nice! [img]graemlins/thumbsup.gif[/img]
The CEP is a big download, I'd recommend using a download manager for it unless you have a fast connection. You need the CEP if you want to play Big Z's mod. I would play EfU, but I don't have Hordes of the Underdark

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If you want to play the expansion pack additions, you'll have to start a new character at level 1 -- veeery hard. You're supposed to do NWN and export your character to continue (I think

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Well, some more experienced NWN players should have more info for you.