If I remember correctly, you only need weights for The 30 day shred. I know there's some people on the forum currently doing this DVD. Here's a thread where you can get more information:

http://forum.lowcarber.org/showthread.php?t=391345

Also, you can search "Jillian Michaels - 30 day Shred" on youtube and watch a clip... and read the reviews amazon (they usually give a lot of information).

Good luck!