Did Insanity for 3 days, now my HR has gone down???

Could it be that you aren't pushing yourself quite as hard as you were when you had the DVD telling you what to do? This might not be the case at all but I find it much easier to work hard when I have a trainer or something pushing me on. It could also be what Guamybear said and you're just getting fitter, when I did insanity I found that I did started to notice changes in my fitness within a week.

On a separate note, like I said I have done insanity before and think that it can be for pretty much anyone, you don't have to keep up with Shaun-T and co., you can take breaks as often as you like (in fact the trainers behind him often do take their own breaks) just do your best and improvement will come no matter what you're starting fitness level. I would also often modify the exercises for things I found easier.