It's also really important to get a good teacher. Not all teachers are created equal. Some people just take a weekend seminar, then hang out their shingle. Look for a certified teacher - the Iyengar style yoga is good about that. A good teacher asks her students before class if there are any medical conditions she needs to know about, and during class, she will then tailor the pose to fit you. As a result, the class will all be doing one pose, but it can look very different person-to-person, because people are using different props to help them. Since you were hurting during class (and I don't know what type of yoga you were doing), that tells me that the pose wasn't right for you, and should have been modified. A lot depends on the teacher, and if the communication isn't right between you two, find another teacher and class. That teacher might not be bad, but just not the type of teacher you need right now. I've had many different teachers over the years, and some have been better than others, for various reasons. At the risk of sounding sexist, women teachers can be better than men, if only because women understand better that yoga isn't a competitive sport.
If yoga is more than your body can handle right now, ask about pranayama. Pranayama is yoga breathing. Every once in a while we have a session of that, and it is heaven! We lie back on bolsters and blankets and do breathing exercises. Also look into Tai Chi and Qui Dong. They are more gentle forms of movement and breathing. Yoga Journal magazine is a good place for info, and their video tapes are excellent.
Sorry this has gone on for so long.