Be consistent, especially in the beginning. Don't just try it once. Give it a few shots and do it in succession. Make it your reward, your break from a hectic day. Also, listen to your body and really concentrate — it makes for a better workout.
Someone once said that you need to "arrive" for Pilates, meaning you have to be there mentally as well as physically. To get the most out of Pilates, you have to be very present. Your body and mind will thank you.