I am curious how the women who have been on this program prepared for the long hikes at high elevation. I am physically fit and work out, but I live in Las Vegas at about 2,000 ft elevation. The high elevations can tire you out quickly and I do not want to hold up the others in the group.
Your best bet is to look for ways to improve your cardiac fitness and strengthen your leg muscles for climbing. Could you go hiking at Red Rock Canyon near Las Vegas? If you do brisk training hikes up, say, Turtlehead Peak Trail (a 2000 ft climb in a bit over 2 miles), that should help with your cardiac fitness and climbing muscles. It tops out at 6000 ft which should help with altitude acclimation, somewhat. (I'm not all that familiar with Red Rock, I'm just mentioning Turtlehead Peak Trail as an example, there are probably other good steep trails there too). And living where you do, you'll have a good opportunity to acclimate to the heat. ;) I don't know how warm it will be at Rocky Mountain NP, but I've found that heat can really sap my energy, so if you're comfortable hiking in heat that's a point in your favor. Bicycling is also good, especially if there are nearby hills. And there are always stairs.
(I have not been on this program, yet -- I'll be going this September)