I watched Infernal Affairs One and Two back to back for a second time. These films are wonderful, International level films. Score one (or two) for Hong Kong Cinema. But first thing first. The song that they play to audition the expensive hi-fi equipment is an old song by Cai Qin or Tsai Chin. The title of the song is something like "bei yi wang de shi guang", or "the forgotten times". You can find it on some CD's from Yes Asia.com. She is a well known singer by audiophile. If you don't know Cantonese or cannot read Chinese, the title of the song may not make sense to you. You thought it was a typo, should have been "Internal Affairs" since the movie is set in the police force etc. Actually the title is a clever but probably never understood word play. The actual title is better translated to be "eternal hell". The title reference buddhist text's description of hell, where there is no concept of time. The characters in the movie are stuck in eternal hell. Hell -- infernal... get it? Hence infernal affairs.
Another note on language. The dialog is full of double speak. You have to have some understanding of Cantonese (the actual spoken language in Hong Kong) to fully appreciate it. If you listen to it in Mandarin, the words are there but the dubbing lose the actor's vocal styles. If you read the English subtitles, much of the fine points are lost.
The movie is very Eastern.
... it's getting late, more to come...