Spryng,
It is basically a 'marching in place' but you need about 4sq ft of room. You do a forward and backward march, side steps, kicks and kickbacks. If you look at
www.walkawaythepounds.com or
www.lesliesansone.com you can get more information and I think Leslie's site has small movies on the tapes so you get an idea. She has ones that you do with weighted balls (about 2 pounds), abs belt and stretchy band (but you don't need those things to do the tapes just move your arms to the same movements).
Also you can get the tapes at Wal-Mart, K-Mart, Target, and most Video stores.