If you're never done Pilates before I would suggest you go to a few classes first as you need to get your positioning/engaging your core correct. I would suggest a pilates in 10 mins dvd though, they are really good!
i bought a 10 min solution dvd to help relax me and get my back stretched out more
havent actually tried it yet, ooops, but its supposed to be for beginners and you might have inspired me to give it a little go so il let you know how i get on. is only £5 off amazon so you cant go too wrong