I had this same problem with high impact longer dvds like Turbo Fire, after a few tries I found these Nike's worked great for me, here is my whole review from a post a while back and everything else I tried before finding them...
From a previous post:
Reviving this discussion for an update. Ok, so since I wrote this I have gone through a variety of footwear and tried barefoot. My conclusion, since this is long, is for me the best (and most surprising) shoe is the
Nike Free Hyper TR Women's Training Shoe...
So barefoot, this would be my preferred method but...
I had combined some workouts with shoes, some without, and some I started with shoes, and then when my feet got too numb or painful, switched to barefoot. I have very tight calves and legs in general, so after a couple weeks of this, I ended up with very annoying pain in my left achilles tendon, it took over a week to fully go away, and I had to really reduce my intensity to allow it time to heal. So for high impact, going to have to go with shoes.
Under Armour Brand:
My favorite shoes from over 2 years ago are my UA cross trainers, Silver with pink, they are not too built up in the back, so flatter than other sneakers, and I have always done well with them, still will get pain, but not as bad with these shoes. Originally I thought because they had less cushion was the problem, so I bought an updated version of this shoe, grey/silver with red, and they are bulkier and seem to get in my way with fast moving workouts, and the foot pain is worse during the high impact stuff.
Saucony Virtue Grid:
I heard about these from the VFF board, read the reviews on Zappos.com, and based on what these people said, thought I found the Holy Grail of sneakers for high impact, comments like "I felt like I was landing on pillows" was enough for me, but unfortunately I'm just not feeling the same way. They were OK, and I can see why people like them, but I prefer my cross trainers, and luckily I found them at Dick's Sporting Goods for $40! On zappos they are around $75. Hopefully I'll find some use for these.
Nike Free Hyper TR Women's Training Shoe
Ok so these are THE shoes, and this is odd for me, because I can't stand the way Nike usually fits me. I stopped buying them over 10 years ago after so many failed attempts. But these are a whole new ball game, I assume they were made after the Nike Free Runner shoes, and with the same concept, they are extremely light, flexible and flat, they are certainly not Vibram's, but they give you a very close to barefoot feel while still having some support, that I feel I need.
My other shoes felt like they would get in my way when trying to move fast, especially when fast jumping, with the Nike's I feel like I jump higher and can keep up with the pace, I'm not tripping over them like I do with bulkier shoes.
The first couple times out I had a little foot pain, just getting used to the shoe, but I am not experiencing that anymore. And because they are so flexible, the feeling of doing lunges and feeling the bend in my foot was a little odd, but after about 3 workouts, I'm liking it better now. If nothing else, I would think these are great shoes for weight lifting.
If you are looking for a more natural fit shoe, with less shoe, take a look at this one. At Dick's they were $85, but I found a few colors on sale at footlocker.com for $60, luckily it was the color I wanted
.
One other note, I wear a size 8 shoe for 99% of my regular shoes (very rarely even move to a size 8.5), but I needed a 9 in these, and they are not too big at all.
http://cathe.com/forum/editpost.php?do=editpost&p=2046144