I have been taking yoga classes for several years, and yoga really does help. There are many different types of yoga, but I would recommend Iyengar style Hatha yoga. This style of yoga uses props - blankets, blocks, straps, etc., so if you are not very flexible, you can do the poses in modified forms, and gradually work your way "deeper into the pose". This type of yoga stresses listening to your body; it has been described as a "meditation on the body".
The best way to get into yoga is to take a class with a certified yoga teacher. Classes can be found at YMCAs, and community centers. If it's not possible to get to a class, Yoga Journal has an excellent series of video tapes, featuring Patricia Walden and Rodney Yee. I've seen the tapes at places like Target. Yoga Journal magazine (available in grocery stores) is really good, as is their website. There are also some good books out there. Home practice is the most important part of doing yoga, but getting good instruction on how to do the poses is really important. You'll start with beginner poses, and progress at your own rate, dependant on what your body is telling you.
Yoga is wonderful! Good luck!