TSR I need assistance finding a possibly imaginary box set

[haakon1]

The fact that are so many possible answers lends credence to the argument that TSR collapsed from producing way to many products that competed with each other.

 

[Dagredhel]

TSR1134

It has teaser text across the top like you described.

The rules books were a dark (blue?) color. The Player's book has a warrior on it:

 

[Bravesteel25]

I believe I know the set you're talking about--it was produced by WotC in 1998 or 1999, and reused the art from DLQ1 Knight's Sword for the cover. Unfortunately, tracking down more details is providing a challenge ...

EDIT: And LordBP's link comes to the rescue! It sounds like the D&D Adventure Game:

This was the first D&D product I ever received and was my first exposure to D&D. Played that for several years before stumbling upon the D&D 3rd Edition Player's Handbook. This set holds a lot of nostalgia for me and I snapped it up quickly when they finally released it on DriveThruRPG.