I got the DVDs also and did it once...i know i know...am so lazy but i found the pace far too quick and by the middle i had lost where i was and found myself kinda flailing about...
And i went to Tae Kwan Do classes before (no expert mind you far from it) and found them brilliant, could keep up cos you was having a watchful eye on ya from the instructor.
BUT thats just my experience...
Ivy