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Just bought Hearts of Iron II and both expensions. HoI2 works. Neither of the expansions work. I get a "error in DB" as soon as I try to fire up either game.

This was already answered in the doomsday forum, but still...

You made two mistakes:
1) You bought Hoi2 AND Doomsday. Doomsday is a stand-alone (i.e. it doesn't require Hoi" in order to run) and superior to Hoi2 in any way. Unless you bought the Anthology, you just sponsored dear Johan a new coffee cup. :)
2) You installed the game incorrectly. If you have the Anthology, you can install Doomsday to c:\games\doomsday and Armageddon to c:\games\armageddon. Then patch both games within their own folders (this is important, as the patch will try to install into the doomsday directory both times). If you got the games separately, install doomsday into c:\games\doomsday and arma on top of that into the same directory. Then patch Arma and make sure the installer uses you doomsday directory.