Try going to a class and working with a great instructor first. Tapes and DVDs are okay but hard to follow if you're a beginner. Besides there is more to yoga than losing weight. It's a way of life for many. The class you attend should address that.
When people claim to lose weight from yoga... it's because they turn more healthy due to yogic principles. I am a yoga teacher and I can tell you that no one loses fat from a hatha yoga class. They lose fat from eating better and moving more.
What's so good about yoga? Can it keep your body in shape? I heard of certain exercise were you rotate your legs or whatnot and it'll help lose some mroe weight.
Yoga is great because it calms the body and mind. It leaves you feeling fresh and clear. It helps with flexibility and strength. Some of my yoga students have amazing arms because of all the poses we do. It requires strength!
But in my opinion it is not the best way to reduce fat. Now if you follow the yogic lifestyle (which is very spiritual and would involve regular yoga practice, spiritual learning, meditation, becoming a vegetarian/vegan and a host of other things) then you will lose weight. Not from doing yoga, but from being more in touch with your body.