Funny you should ask for that collection, cause just yesterday I wandered into a shop and saw a "Forgotten Realms" collection. I believe it was both Baldur's Gate games, both Icewind Dale games plus NWN 1. Not quite what you asked for, but close.
I bought Icewind Dale II myself like a year ago, without having played the first, and I have to say I wasn't impressed. Of course I only got about a day's worth of playing before some problem with my computer made the game crash at certain points, but still, it hadn't been a good game until that point.