HP, I think this must be what you're talking about.
http://www.amazon.com/BBC-3CD-DVD-NT...3081812&sr=8-1
It has 3 CDs and 1 DVD.
It's also going to contain parts of their show at the Royal Albert Hall on 21 Sept '88. This is like the Holy Grail to Siouxsie collectors, but sadly, it looks like they're not releasing the entire show from that night. I believe you can find more of that show as a bootleg but AFAIK there are no complete copies.