There's nothing wrong with buying a copy of the book, but money should not be a condition of inclusion. Don't be swayed by testimonials from prominent politicians or celebrities. Ask to see a past volume of the book. Good directories have a track record and back copies to examine. If you are suspicious, ask the company how it got your name.
Legitimate directories find subjects from contacts rather than lists.
Vanity presses just rent mailing lists or acquire club rosters to develop rosters that are nearly worthless in professional circles. Check with the Better Business Bureau To check on a particular vanity book publisher, song or music promoter or biographical publication, contact Better Business Bureau.