Montius: Welcome to the forum. The early one is called "Lead Guitar Unlimited" released by Hot Licks Video, out of print at this time. As Jane said, they pop up on Ebay from time to time, usually about $40 or so I think. I heard that Hot Licks was sold to another company who had been re-releasing the VHS recordings on DVD with new "bonus" tracks, I got the Warren Haynes and it is great, but I haven't seen Joe's re-issued yet. I emailed the company (I think it's called MusicExpress" or something) but received no response.
The new Hal Leonard-published "Signature Sounds, Styles & Techniques" is not really a "how-to" with respect to guitar technique, but is a very interesting look at Joe's approach to amps, effects, etc. and is definitely worth the money, just don't expect him to show you how he plays <insert your favorite song/lick here>.
I'm a 45-y/o music fan that plays a little guitar myself. (Would that be a ukelele? LOL). Keep posting!
CarljMD
Takers get the honey, givers sing the blues