Try contacting Fiona Irwin at Aqualibrium, 551212, she was looking to add a qualified pilates class on to the fitness class rota. If you are wanting to instruct yourself you could try the Community Education Centre as they have a large room to book, or Red Cross Hall (contact Kathleen Martin at Jim Martin Supplies for booking) or even Machrihanish Village Hall (contact Val Graham).
Personally, I'd love to attend!