WHERE oh WHERE is the commentary???????

Help, I'm so confused!!!! My two disc DVD set says on the back of the slipcase (and on each of the two DVD cases) that there is a "commentary with Creator Neil Gaiman". If there is, I certainly can't find it!!!!! The first disc has the first three chapters listed on the menu (as well as a Play All choice). NO BONUS FEATURES AT ALL). The second disc has the last three chapters, as well as a Bonus Features selection (where you can select "The Original BBC Neil Gaiman Interview", a "Neil Gaiman Biography", "Character Descriptions", and a "Photo Gallery". There is no choice for commentary; is it hidden somewhere (an "easter egg?") If so can someone tell me how to turn it on? I've read reviews on Amazon.com saying how great the commentary is, it's so frustrating that I can't enjoy it. I know sometimes that there are different DVD versions of movies, but why would it say on the box that there is a commentary when there isn't? Also, there was no switching of boxes; I bought this item new from Best Buy, it was shrink wrapped.