I'm in the process of setting up BG1 and BG2 (yes, the GOG versions) as per rartino's guide and think to play through the games from the start (ie BG1 wil be EasyTutu'ed etc...). There are expansions for both games - does this mean there are four separate games to play through?

No, Baldur's Gate I has Tales of the Sword Coast included, which means extra areas and quests while you play.

Baldur's Gate II, has Throne of Bhaal, which is the continuation of the story and essentially Baldur's Gate 2.5. You play it through as a single game though.

A clear answer. Thanks a bunch!