Did you see the series on CNN or on the BBC? While it had its problems, at 24 episodes it is the most comprehensive history of the "war" yet seen. Its major omission in my opinion is a summary of the chief beliefs of communism. One cannot really understand the Cold War Era without understanding how communism differs from socialism and from the other major isms of the era.
For more information:
Don't forget The Basic History Library (free). ------------->