You may want to take these breastfeeding questions over to the Pregnancy and Post-partum section (not that you're not welcome here, but Sheila Watkins - -the moderator over there -- is an expert with all this).
My experience with exercise and milk production was that it didn't slow it down at all (I've had 6 children and exercised daily after the last 3, was sporatic with the second 2 -- was a bump on a log with the first
) But it may be individual.
As for what to start with first, if you're a beginner or are just getting back into exercise right now, Cathe's Basic Step/Body Fusion dvd would be perfect. It has both step and weights and can be done at a beginner stage through intermediate. It also has shorter workouts to work around a baby's schedule.
My second choice would be Cathe's CTX series - -the cardios are intense but short (you could lessen the intensity by lowering the impact or lowering the step) and has the weights divided into different days for a variety of combinations.
Cardio and Weights is also great because the cardio sections aren't that complex and can be done as a circuit or as all cardio (the pre-mixes are great) - -the weights cna be done in a variety of ways too.
I also love the Step jump and Pump combo possibilities.
Have fun with Cathe -- I sure do!!!