If you haven't exercised at all in a long time, you might need longer rest periods. Many beginner programs always suggest doing one workout every other day until you feel you are ready to increase the days you workout per week.
Additionally, try to get at least one weight workout, and two cardio in per week. Eventually down the road you'll want to be getting at least two weight workouts in and at least 3-4 days of cardio. For now concentrate on trying to make it through the videos. You might have to wait to use your weights or keep them at a bare minimum. If you can't finish the video, don't give up! I've been at that point too! Just set mini-goals for yourself. i.e. I finished 8 minutes of this video today, I'm going to try to finish 15 minutes next time. Set reasonable goals too! Make sure you keep cold water near and sip (not gulp LOL!) a little when you feel winded. If a move get's you too winded, march in place until you feel you can jump back in. That way you are still burning calories and keeping your heartrate elevated even though it might not be as high. Just hang in there, it takes years to get the kind of endurance Cathe has, and if you stick to it, in a few months you'll be writing us telling us how much your endurance has improved and that you finished this tape and it used to be so hard. Welcome to Cathe. With a little hard work you'll be working towards a new you.