Wipeout HD Welcome back install help?

I downloaded Wipeout HD/Fury as part of the PSN welcome back package. When I choose game from XMB it shows as Wipeout Fury but I load and choose a campaign it doesn't give me a choice between fury or HD. How can I get the game to give me a choice? I have downloaded the 3 files associated to the welcome back package being Wipeout HD, Fury and unlock..