Can I sell a third party expansion?
0) I am not a lawyer. I am definitely not YOUR lawyer. I don't even play one on TV.

1) go read the circular on Trademark at the USPTO.gov website.

2) Realize that, if you aren't in the US, you need to find the equivalent for wherever you are.
Canadian IPO — 
UK IPO — French IP Agency
Directory of Intellectual Property Offices

3) Realize that anywhere you intentionally sell it, you have to obey their trademark laws, too.

4) before doing anything commercially, hire a lawyer specializing in intellectual property law, and have him go over the risks and requirements with you.

Fundamentally, a 3rd party supplement can't use the distinguishing marks of the core game (TSR v. Mayfair), and can't use the unique phrases associated with the game, either. The closest I've seen to doing so that wasn't challenged nor licensed was "Not a complete game; requires the use of n, by n." and "For use with n and other n games."