Crys, there really are only three episodes, but the double DVD contained the pilot episode, which was never shown on TV. A Study in Pink is actually a remake of that pilot.
My DVDs certainly have English subtitles because when we tried to watch it PBS in America, Sharlene had difficulty in understanding what they were saying, so when I bought the DVDs I checked that they had subtitles and have watched them with those subtitles.
As to there being only three episodes - the producers have said that is because the episodes are an hour and a half long, so more like movies than TV shows. It was thought that less episodes would allow them to spend more and make better shows.
"Goodness is about what you do. Not what you pray to."