The Collection is called "Neverwinter Nights: Diamond," and includes the following;

Neverwinter Nights
Shadows of Undrentide
Hordes of the Underdark
Kingmaker (Containing the original modules Kingmaker, ShadowGuard and Witch's Wake)

I bought it a few years ago for $30 at my local GameStop, so I'm fairly certain you could find it around in bargain bins even cheaper now.

Hope you find it, and happy playing! ^^

~Aika