I used this DVD ( then a video) for three pregnancies and have lent it to several mums-to-be. I am not a sporty type but did want to be fit during pregnancy. I never managed to use the part for the first trimester but it didn't make any difference as you can start at whatever part you like/or is suitable for you, so it's not too late to start even if you're well into your pregnancy.
The exercises are easy to copy and well explained and there is a commentary that is specifically designed to help you understand your body and how it works at this special time.
The relaxation in the third trimester is great and I used it when not pregnant sometimes!
Once the baby is born, it's hard to get out for a walk/run/swim or whatever so the final chapter really helps you get back into shape.
I like the Y-plan because it is realistic and you don't have to be an Olympic athlete to achieve the exercises and it only takes a few minutes out of your day.