I finally found them and bought them too. It comes in a set of 5 VCDs at RM99.90. each VCD lasts 15 mins. I bought it from http://www.mybbstore.com/. It costs S$60 in Singapore so it is much cheaper here.
It also comes in the form of DVD but of course I chose the VCD cause its cheaper and I am not prepared to waste that much as I am not sure if Hayley will enjoy it. I showed it to her for the first time on Sunday and she seems to enjoy it (which is good). Let's wait and see if my little girl will be able to read after a couple of months watching this like they promised.. hehe