Anyone have this show on dvd?

Unfortunately, I don't think box-sets of this show exist as of yet (unless you count the one released in Taiwan back in 2010). The closest thing to an official DVD release is Fright to Finish, which is basically just the final five episodes put together to look like a movie.

Interesting. You're afraid of insects and women. Ladybugs must render you catatonic.

The game Kirbys Dream Collection has 3 of the episodes including the pilot when looking through the game history stuff. Excellent add on.