OK, most of the good "beginner" step workouts are just on VHS, not DVD. I recommend:
Kathy Smith: Step Workout (which you seem to have)
Susan Powter: Lean, Strong and Healthy (has superb instruction for modifications)
Reebok Step (Gin Miller) (Kind of depressing IMHO, but teaches all the basic steps)
Keli Roberts: Ultimate Step (Good music, but she doesn't mirror cue. This one is more intermediate, I think)
Soon after getting comfortable with these, you may want to start trying Cathe. I would suggest starting with Step Heat (for the easier choreography), although others may disagree. Her intensity and choreography are much more advanced than the tapes listed above, but her cueing is magnificent. I am still at a B/I level, so what I do is one of the tapes above, and then do a section of Step Heat. The one time I tried to do it all the way though, I turned blue.
You might as well start with the good stuff as soon as you are able. You can't go wrong with any Cathe tape/DVD, although some may require modifications at first. Above all, don't get discouraged! Congratulations on your stepping. I hope you love it.
Hope this helps!