What is the difference between World Of Xeen and Swords Of Xeen????

World of Xeen combines MM4 and MM5 worlds into one universe - you can travel between them.
Swords of Xeen is sort of a bonus adventure, story-wise taking place after events of MM5, although in complete different environments.

Yeah, what Thiev said. Swords of Xeen is kind of like an expansion pack to World of Xeen, and was originally bundled with a 3-pack containing MM3-5. It actually started as a fanmade mod, but later was developed in partnership with the original creators of World of Xeen. I have not played it myself (looking foward to it) but I have heard it is quite a bit harder than World of Xeen. As Thiev mentioned, you should play it after World of Xeen since it references events from that game.

There's some basic info on Swords of Xeen here (MILD PLOT SPOILERS):

http://en.wikipedia.org/wiki/Swords_of_Xeen

Thanks for the replies!!!
It's greatly appreciated!!!!