You're referring to the popular children's television show "Go, Diego, Go!" which is indeed available on the Internet Archive!
Go Diego go! phonics reading program. Pack 2 : Lee, Quinlan B
The Internet Archive provides a verified, comprehensive collection of Go, Diego, Go! media, featuring digitized educational books, playable Flash games, and DVD materials from the early 2000s. The repository, utilizing the Open Library borrowing system for literature, preserves materials such as the Phonics Reading Program and various Ready-to-Read storybooks. Explore the verified Go, Diego, Go! collection on Internet Archive.