Hi manfromjapan,
Welcome to SimplyMoore! :smt001
I am not certain 100% about the differences between the two sets, but from what I keep hearing from everyone involved with The Saint, the Australian DVD sets (i.e. Umbrella) are the best available as far as extras are concerned.
I believe the second set you mentioned, the soon to be released Saint DVD set in R2 is going to have all of the black and white shows. There's a little more info on this thread:
simplymoore-about86.html
I emailed a friend who is more qualified to give you a better answer, hope hopefully he'll be able to shed better light on it soon.
In the mean time, these are the specials you get on the Umbrella set 1 (which includes the first 12 black and white episodes):
Roger Moore Introduction
Original Itc. Publicity Booklet Re-print Insert
Roger Moore Interview
Vintage 1963 Roger Moore Interview
Production Notes
Cast & Crew Profiles
Extensive Image Galleries
Original Itc. Press book (text feature)
Isolated Music & Effects Tracks
