I couldn't agree more with what's been said. Ryu has the right idea with balancing the two, although ideally you should have more practical training than self instruction.
It's better to treat the DVD and book situation as "research" rather than schooling or instruction.
I used to be a firm believer in self teaching being a perfectly acceptable way of learning martial art. I soon learned differently

.
There is a very...interesting man by the name of Erle Montaigue who's reputation no doubt preceeds him. Depending on who you speak to said reputation will vary, I personally don't go a lot on this guy, but it's good to mention him as he offers lessons via webcam! At a bargain £20 per hour...
Would be good to get him on here to justify how that constitutes proper instruction.
Peace
LSD