If you buy the XBLA versions of Sonic 3 and Sonic & Knuckles, you can play Sonic 3 & Knuckles.
If you buy them for Genesis you can play Sonic 3 & Knuckles too.
I'm just expressing my befuddlement that a compilation with both games does not allow you to "combine" them.
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Thank you, Eddie Guerrero.
http://tinyurl.com/73jgc2r