I doubt that the High Step Circuit is as challenging as the Advanced and the Challenge DVDs.
The difficulty of the High Step Advanced and Challenge, and they are both advanced DVDs, lies in the speed with which Cathe advances from activity to activity. Sure, some of the moves are complex also, but substitutions can alwaysbe found as you progress. So, all you have to do, if you want to start off purchasing the Challenge DVD, is take that into account and take breaks where you need them. Also, as a beginner/intermediate, you won't need weights as heavy as the ones Cathe uses and that's OK too. Just use the weight that is effective for you and that you can handle to complete all the reps but be fatigued by the end of the set.
On the other hand, there is something psychologically beneficial about having a workout that is suited to your level now, i.e. that is doable, plus represents a challenge of "factor + 1." That means, it should represent a chllenge to you, not be a total walkover, but not be so overwhelming that you are pooped out in the fitst 5 mins, cannot go on any longer and become demoralized by the prospect of finishing or ever attempting it again.
So, is there anything so wrong with starting out with the High Step Circuit and progressing up when you are ready? A lot of us keep some easier DVDs on hand to use for those times when we have been forced to take a break from exercise and are gradually easing ourselves back into things again. So, it wouldn't be wasted money.
Clare