The only way to learn pilates is by taking a class with a good, certified instructor.
I've tried the winsor pilates tapes, well, nice workout, but after my first couple of classes in holland, I realised that there's much moreto pilates than mari winsor teaches you...
I am in a pilates class here in the states now, and this teacher has different techniques.
However, you really need a certified teacher to be doing it right and to get the most benefits.
In my personal training assesment, I scored excellent on flexibility, and thanks to the pilates, my core is in great shape, too.
Good luck!