This article points to an instructional DVD (with a free preview) about how to walk in high heels without falling down.

Even if you're comfortable walking in your 110mm Louboutins, you may want to check out Legwork, a workout video dedicated to the art of walking in heels. The preview offers tips for correcting "wobbly ankles," "stiff knees," and (my personal favorite) "gripping of the thighs." Featured in Vogue Paris, among other esteemed pubs, the 30-minute DVD features exercises from professional dancers for grace and stamina as well as relief techniques from podiatrists. It's available in English and French, and on sale for $19.95 at www.legworkdvd.com. My thinking: judging from the If you're going to drop half a grand (or more) on a pair of 110mm heels, you may as well invest a fraction of that in a fun DVD that allows you to work them with confidence.

Here's the preview: