Pilates DVD's are great, but if you have never done it before, Id recommend that you have at least one beginner session (class) or get a personal session, just to show you how exactly to do some of the core exercises. When I did pilates many moons ago, it was a great help having an instructor the first few times, after that the DVD's were much easier.

Or do what I do, wear really high tummy flattening underwear, these days my undies extend up to my bbs