gammaleak: True, but it gets a little complicated after MM6. If I understand correctly, the order of release is something like this:
- MM6
- HoMM3: Restoration of Erathia
- MM7
- HoMM3: Armageddon's Blade
- HoMM3: The Shadow of Death

However, if you want to play the games in the historical chronology of the fiction you would play them in this order:
- HoMM3: The Shadow of Death
- MM6
- HoMM3: Restoration of Erathia
- MM7
- HoMM3: Armageddon's Blade

However, some people don't recommend playing SoD first - if you're new to the HoMM games it's one of the more difficult campaigns.

ZFR: You should *not* play the game in historical chronology, but rather in the order they were released. It's like trying to watch Pulp fiction in chronological order. If the authors released it this way it was for a reason. There are a lot of references in SoD which you might not get unless you played Restoration of Erathia first.