The required textbook for this course is:

There are a variety of Norton World Literature Anthologies, so be sure you get the right ISBN number: 978-0-39393365-9. This is a package of three separate books sold together in a single slipcover. The cover is mostly brown.
All general course materials, such as Study Guides and supplemental information will be available in the Overview of Course Materials. You may read them there or download and print them if you wish.
Dr. Thompson has prepared videos which are very similar in content to the Study Guides for this course. The videos are available in the Overview of Course Materials. If you learn better by video than by print, you may want to use them instead of the study guides.
There are also excellent videos from the Annenberg series, Invitation to World Literature that correspond to some of the assigned readings for this course. These videos are available in the Overview of Course Materials.
I have been able to locate free etexts for almost all of the readings in this course, and they are listed on the Overview of Course Materials. This means that it is possible to work through this course without buying the paper textbook set. However, you should consider that the free online translations are quite a bit older (i.e. out of copyright) and often less pleasant/easy to read. Also, the paper textbook set includes excellent introductions to each section and to each text.