Help! I'm confused about Full Metal Panic Fumoffu!

[Vinny]

I've caught a few episodes on Anime On Demand and I love the show. I downloaded the first fansub episode and something confusing happened. The second half of the show I had seen on TV, but it wasn't part of episode one, it was part of episode 2! Can someone shed some light on this? And recommend which HK set of the show I should get? And is it stupid that I'm skipping the original Full Metal Panic because the I like Fumoffu better?