There's a British television show called "Sierra" that ran on the E4
Channel from 2003 to at least last year.  Where can I purchase copies
of the pilot and of subsequent episodes?

I have done no significant research on this.

Do you have any further details - genre, actors?

I found one mention of the show here:

PROFESSIONAL PROJECTS - PARMINDER NAGRA
http://www.parminderonline.com/professional/statspro.html
"Sierra (2003 - 2004) (TV - UK, E4) .... Mrs. Walters 

Guest starring on episodes -- Pilot, 2003; 'Romeo Must Snog', 2003;
'Puppy Phobic', 2004

Series synopsis - "Look out for young Isabella Harper, a young girl of
14 who's livin' a weird but wonderful life. She's obsessed with love,
clothes and her friends. Her true best friend, Mimi Hutchins, isn't
exactly the brightest girl. She comes from a poor upbringing with her
widowed father, but she spends lots of time with best friend.
Unfortunately, their nemesis Jemma stops the fun. So going through
every day life like a normal teenager, you can watch her grow up and
listen to her thoughts. Cos' that's what Sierra's about.""

Right.  Sorry for the skimpy info.  That's the show I was asking about.  Thanks.