I bought it from Historex Agents in the UK, but I'm sure it'll be available at other stores.
http://www.historexagents.com/shop/hxproductdetail.php?ProductCode=MXDVD02
I just got it today and I've only watched some excerpts from the various chapters, but I have to say that it is very helpful. It shows the painter laying down all the various levels of highlights and shadows.. and not just say that that's what he did.. you actually see all the brush strokes on the face and where the highlights go and where the shadows go. He also shows how he works with a wet palette so the paint doesn't dry up while painting. And there's a chapter on painting the camouflage trousers on the figure and how he highlights them.
Anyway, since I read many posts by beginners like me asking about a good book or CD that explains painting figures.. I just wanted to recommend this one. It really shows all the steps in detail and with a very clear and large picture.
The DVD is in PAL format, so people in the States will have to watch it on their PC's.. which is how I prefer to watch it anyway!
I hope this helps other struggling figure painters.. like myself

Hisham