For New World Zorro, A&E plans to release individual sets of the four seasons and a complete set including all four of the seasons. I highly recommend that anyone who can afford to do so buy the complete set rather than the individual seasons. The complete set is currently priced at $89.99, and the individual seasons are currently priced at $26.99.
What often happens with DVD releases is that all of the seasons do not get released at once, and the later ones are the ones never released. In this case, all of the seasons are getting released at once. However...
We know that the first season will sell the best, because anyone who decides to buy the individual seasons will buy the first season before the others. It is very possible that the other individual seasons may not sell well enough to be kept on the market. Or even worse, the entire DVD release could get pulled pretty quickly if the sales are too low to keep in production. That could leave many people with nothing except the first season, if they go for the individual seasons one at a time.
New World Zorro is, after all, an obscure television series that most people do not remember. It is not likely going to have very high sales. Therefore, if possible, start getting your money saved up and buy the complete set all at once while it is available!