it was published in one volume. book 1 and 2 belong to fellowship of the ring, book 3 and 4 to two towers and back 5 and 6 belong to return of the king. they also published it (dont ask me what was first) as a 3 volume set. and as the story has 3 parts, people were just confused and called it trilogy, as it had 3 "books" (volumes of the 3 volume version).