Yes each //GU comes out with an episode of .hack//Online Jack, some wierd small episodes series about a television reporter investigating on video games. I've seen only the first one and didn't think it was that good, it doesn't add anything to the story, it's just a funny bonus.

Anyway, the games are directly related to .hack//Roots and take place after it i think, not like the first games and //SIGN which had different storyline. They don't take place at the same time either, unlike the first games and //LIMINALITY except for maybe a few flashbacks you could see during //GU1 about //Roots.