Also check out Romana's Pilates DVDs (she just does the intro, and other instructors do the work-out) and, believe it or not, the Pilates for Dummies DVD. The Dummies DVD has good instruction about how to do the exercise properly.

And, someday, if you're on vacation somewhere a bit more, um, urban , do a session with a certified instructor to make sure you're doing the exercises right (minor adjustments can make a huge difference).

Have fun!

Cathy