I agree with Cazz, just start walking and over the weeks build up to a brisk walk. Exercise videos for most people are short lived and you will probably only use it a handful of times.
Try doing afew exercises using your own bodyweight, like press ups, tricep dips, lunges and squas, as doing resistace training is just as important as cardio, especially if you are looking to burn fat.
I agree with the above. But I understand how awkward it can be to just up and go for a walk on your own. Is there a neighbour's dog you can borrow? Or a like-minded friend you can walk with?
But just walking briskly a mile a day will make all the difference.
Walking as everyone says is great exercise which you do at your own rhythm. But basically just keeping on your feet as much as possible really helps and gets you out of the sitting couch syndrome. Push yourself to park the car a street away, don't use lifts, all these help in everyday life and you'll get a spring in your step.
Watching and exercising to DVDs in the living-room tend to exhaust you after a few minutes and you end up slumped on the settee and back to square one.
Try Pilates. It is gentle and will strenghten your core muscles meaning that you will feel fitter and stronger, and more able to cope with other types of exercise.