I got Windsor Pilates at Best Buy. They may sell it in their online store too.
I got Ten Minute Pilates at Target.
If you are just starting, I recommend the Windsor over the Ten Minute one. Although Windsor takes an hour if you choose to do all of it, it has 3 levels you can try and it is very relaxing. Even when you tell yourself, "I'll just do ____ minutes," most of the time you'll go all the way through because it's so relaxing. You can do it and still go to sleep an hour later. I haven't reached the hardest level yet, but I had to quit due to a neck issue. Don't feel bad if you can't do all the exercises right away. There is still one I can't do after a year.
The Ten Minute Pilates DVD is still about an hour long, but it's cut into 10 minute segments. It goes A LOT faster and works your body harder. I've done parts of it a dozen times and it kicks my butt every time.
Hope this helps! I love Pilates. It made me a lot more flexibible, taught me how to use breath and isolation of muscles during ab work, and is great for when you don't want to do cardio but still feel like you should exercise.