I hereby would like to suggest the creation of a new group named "Monster World", which would encompass the four following titles:
1. Wonder Boy in Monster Land (JP: Super Wonder Boy Monster World)
2. The Dragon's Trap (JP: Wonder Boy 3 Monster World 2)
3. Wonder Boy in Monster World (JP: Wonder Boy 5 Monster World 3)
4. Monster World 4 (aka "Wonder Girl 6", hoho)
Confusion and marketing mix-up aside, the Monster World series is distinct from the Wonder Boy one. Wonder Boy was originally an international arcade license comprising a couple of episodes with unrelated characters (Wonder Boy / Adventure Island, Monster Lair), while Monster World was a coherent universe which was more targeted at the Japanese home market. Incidentally, the Monster World series was born when Westone ported Wonder Boy 2 to the Mark 3 / Master System under the title "Super Wonder Boy Monster World".
(Ironically, despite the PS2 compilation being named "Monster World Complete Collection", it actually includes every episode from the Wonder Boy series.)