I echo all the other positive reviews about this series and about the appearance (finally!) of the DVD box set.
The series was originally shown on UK television in about 1997. A few years later, Channel 4 showed the pilot episode on its own.
Now here's something that no-one else has commented on - the pilot on disk 5 of this box set is an alternate version to the Channel 4 pilot. There are many alternative versions of scenes - the Majestic control room is a complete re-shoot with a different set and many different actors. The entrance to Majestic is in a military base in the DVD version. In the Ch4 version it is in Union Station, Washington D.C. The exit of the alien from the farmer is completely different, and so on. The running times are different. The DVD pilot runs to 88' 50", whereas the Ch4 pilot (cleaned of commercials) runs to 92' 34".
My guess is that the Ch4 pilot was a first version, to sell the series to the network. When it was picked up, scenes in the pilot were re-shot to strengthen later story lines. This DVD version is therefore the 'official' pilot that would have been transmitted to begin the series on the American network. Don't worry - all your favourite scenes are unchanged:- "The truth is overrated, John". "You said you wanted the truth and the truth is down here, third door on the right", "Well Mr Loengard, does that look Russian to you?", "There is not a good enough reason for you to be here", etc. It's great sci-fi - buy and enjoy!