I had an exercise ball for about 3 years that came with a so-called beginner's video that was just plain too hard for me. I wasn't even coordinated enough to do the breathing right, so I gave that one away. Anyway earlier this year I did find one for less than $10 and a separate DVD that I really like where the trainer makes it fun and you even get to to bounce the ball on some parts.
I think it is recommended to do the exercises every other day to give your muscles a rest in-between. I've been switching it with another smaller ball exercise and haven't lost weight yet but have lost inches.