When viewing the Blue Bloods DVD page, I noticed there are a couple more DVDs featuring Donnie Wahlberg you may be interested in:
The DVD for season one of Rizzoli and Isles is also coming soon (the release date is June 28, 2011). Donnie appeared on 2 episodes ("Sympathy for the Devil" and "Boston Strangler Redux"). You can pre-order the DVD here.
Also, the DVD for season 3 of "In Plain Sight" in which Donnie appeared in one episode ("Father Goes West") is also available. Click here to order that DVD.