Not Cathe here:
DVDs are great. It is easy to add sets to Cathe programs. After she does one set of whatever, hit the pause button, then hit the button that goes back to the beginning of the chapter. She'll start the exercise again, and now you are doing your second set. You can do this as many times as you want. You can add weight each time you repeat the set.
Another option. If you don't like interrupting the work out, do the whole thing through. Then on the title menu, go to the mix and match heading or whichever one lists all the exercises, circuits, on the DVD. Leave that on your screen, put on some lively music, then just do the exercises listed by yourself with whatever weights are appropriate. Since you just did the tape, you will recall how she did each one. You can omit whatever ones you want. You can do low weight high rep or high weight low rep, depending on your goals and how you feel that day.
Good luck.