It did not work that way, but I right clicked the 4.1 before load up, and there was a menu. It said add extention. I added them all and I have all the expansions. Thanks for all the help. I am not sure if I would have got it if not for the advice.
Also there is a great 4 part tutorial on Youtube title something like x wing vassal part 1 part 2 etc. you figured out part 1 but 2 3 4 go into how to save lists and use the system as well. I have been looking at setting up some test builds to try out on there. Shoot me a pm if you are interested in a game.