Yeah - I Googled this a little earlier, and couldn't find any version which comes with a DVD tutorial.
In fairness, I can't imagine any of this type of prop would come without basic instructions, and I guess that's as good as you're likely to get, I'm afraid
That said, it is a fairly simple effect, in terms of ease of handling, so I can't imagine what more you'd get from a DVD (aside from a larger dent in your bank-balance, that is.....now, you just watch Ellusionist come out with the 'ULTIMATE Pen Through Anything' DVD in a week or two's time....

)