I don't know of any other way to do it without buying the DVDs, other than finding a local Zumba class. You might find one on ebay for a bargain.
Btw, zumba is FUN! I have the DVDs, we reviewed them some time ago.
I just visited Amazon and searched for Zumba and Zumba is there, but a lot of other exercise DVDs appeared in the search results that are similar but not the same, and cost a lot less.