Jaycee Dugard: 'It's Been a Long Haul'

March 5, 2010— -- The home video shows a portrait of a healing family -- a mother and her two daughters baking cookies, riding horses and laughing together.

It's the first glimpse at the freedom kidnap survivor Jaycee Dugard has enjoyed since her rescue last summer from the backyard lair where she was held captive for nearly two decades.

"Hi I'm Jaycee. I want to thank you for your support and I'm doing well," Dugard said in her first public statement since the arrest of her alleged captors. She is seated, dressed in a black shirt and jeans and a pink baseball cap, and feeding two spaniels.

"It's been a long haul," she said, "but I'm getting there."

Dugard, her mother Terry Probyn and the two daughters Dugard gave birth to in captivity -- believed to have been fathered by suspect Phillip Garrido -- have been living in a secret location in California since late summer.

The home video first shows Dugard, her 19-year-old half-sister Shayna and Probyn decorating Christmas cookies. They listen as their mother talks about the recipe they used.

At one point, they all laugh as Shayna makes a mistake decorating her cookie.

"I've never gotten to decorate a cookie before," she said.

In another Christmas scene, the trio sits by a roaring fireplace under their Christmas stockings.

"It's a dream come true for me to have both my girls be here with me," Probyn said. "I'm so thankful for the precious moments that we have together."

Probyn said it's seemed like she had to wait an "eternity" for the reunion.

"I can hardly believe sometimes it's really here," she said.

Dugard and her family have been fiercely private since their reunion and say they are releasing their home video to "20/20" to ask for their privacy. They say they have been constantly stalked by the media and hope that showing the world that Dugard is happy and well will be enough for now.

Probyn made a direct plea to the camera. "I'm Terry Probyn and on behalf of my daughters Jaycee and Shayna and my two awesome granddaughters we want to thank you for the love and support that you've given us these past few months," she said. "It is my desire to share our miracle with the world, but it has to be done on our terms."

"I feel like I need to set the record straight -- we did accept financial support from an undisclosed benefactor and have no affiliation with any church. Please give us the time to heal as a family, without the prying eyes of the photographers and the press," she continued. "We released this video so that you can see that we're happy and well and when we have more to share we will. As a mother I am pleading for our privacy in this very public story."

Now 29 years old, Dugard was just 11 when she was kidnapped in 1991 while waiting for the school bus. She spent 18 years, prosecutors have charged, living in squalor in tents and sheds in Garrido's backyard.

Garrido, a known violent sex offender, and his wife Nancy are awaiting trial and have pleaded not guilty to kidnap and rape charges.

Jaycee Dugard: Long Road to Recovery

Dugard's home video showed a portion of the therapy she's been receiving since her rescue, atop a horse.

The video shows her alternately petting a horse and then slowly riding in a fenced in area, Shayna riding nearby and Probyn walking between them. The therapy allows the family to put trust in the horses and, by extension, each other.