Michelle:
if all you have done so far is watch the DVD, then you don't really know yet how to work this series of exercises. When you actually do it, you will figure it out.
The scenario you describe is the same for most people, so you are not atypical here.
Bear in mind that Pyramid upper is mostly an endurance workout, not strength orientated. You will probably find that the sheer number of reps conducted at such a swift pace does not allow for completing the workout with heavy weights without major adjustment. For example, there are people who do the pyramid up only or down only so that they can really use heavy weights, for which the pace does not allow. Or you might decide, as I often do, to ignore Cathe's speed and work at your own pace. Once you know that the basic formula is 12, 10, 8, 10, 12, you use Cathe's music and chat as "background" for your own thing and maintain your own concentration and pace, thus allowing you to heavy up and keep changing weight loads between the presses and the flyes to accommodate to your needs.
However, work through the DVD first and figure out what you feel like doing, and bear in mind, that ou can work it several different ways depending upon current goals, degree of lasting soreness from previous workout, etc.
If you do the workout as is, and you should for the first couple of times, so that you can learn it and get its feel, then start much lighter than you might expect because the reps start piling up and even though normally, you can complete 12 reps with 12.5 weights, you need to pace yourself in order to get through. if you max out too soon, you will reach muscle failure and only be half way through the workout, in which case the "endurance" aspect of this workout has been lost.
I tend not to use Pyramid upper very much because I have never managed to increase my weights for each exercise using this DVD: too many reps, pace is too fast. But on a day when I want an endurance workout and want to leave every upper body muscle fried in fairly quick succession, it fits the bill.
I find the lower body pyramid allows for much heavier lifting, so I find it more versatile.
Clare