Patents, as I recall from a friend who worked in this field, can not be taken for a process that is done entirely with just the human body. I suspect what you want is trademarking, but Harris is right… even a fitness pro who has engaged in this arena will not be able to give you better advice than will a legal professional….. if you have some intellectual property you want to assert rights over you are best to speak to a professional. They can not just tell you how to do it but how to do it in a way that will best preserve your rights.
The question then becomes what you want to do with the rights…. you might also want a strategy for how you want to market your product and to explore how widespread interest is likely to be in it.
It is virtually impossible to patent/trademark a fitness program. What you can protect is the name of the program. Which is a big deal if the program catches on and people want to teach it to capitalize on the popularity.
As I understand it you can’t copyright a name like kickboxing or step aerobics. It can’t be a standard discriptive phrase. Copyright/trademarks in fitness are always things like TRX, Beach Body, etc.
You can teach the exact same moves as a trademarked/copyrighted program, but can’t use their name, music, promotional materials, etc.
I am not a lawyer, so I would not assume that this is correct information. But I was told this years ago in a similar situation.