ye can get one in Virgin or any other DVD shop. They have wide selections so just "pop" in and take a peek...maybe ask one of the members of staff what you should buy or ask someone at a local gym if you go to one. The DVDs usually have a list of the things they teach and show so it should be relatively easy....
Virgin (as Dan said) HMV, Woolies. Most music shops should sell them. Be careful doing step aerobics though, it's not great for the old knees! Good luck.x