Oh, Zet, you're so silly.
When you install World of Warcraft, it'll have all of the other expansion packs included in the installation via updates. If you install it from the CD, the other expansion packs will be downloaded through the updater. If you install through the web, the other expansion packs contents will be downloaded through that individual download. The only thing the expansion packs really do is let you access areas (and, in turn, new quests) that are locked to people who have that expansion pack, let you use races that are included in the expansion pack, and allow you to level higher than level 80. You'd be able to play with me regardless. You don't start on an expansion pack. :P