I'll chime in with the others who say it's really not going to be a weight loss tool, but it's great for flexibility, endurance, balance, and overall strength.
If you're a newbie to yoga, I would recommend you take a live class, at least at first. Poor form can result in injury, and on a dvd it's sometimes hard to tell exactly what you should be doing on some of the poses if you're not familiar with the basic moves first. I took a power yoga class years ago and really learned a lot. I'd be so exhausted afterward that I had to hold on to the rails going down the steps from the classroom