The best way of learning Russian (and any new language) is by immersions. That means to experience the language first-hand in text and speech during daily life.

Sometimes this is however not possible and, it can even be a little bit frustrating since the people you interact with do not express themselves very clear.

The stories in Russian from this site: http://www.howtolearnrussianlanguage.com, are specially adopted for foreign students of Russian language. They will help you a lot on your way towards better pronunciation and understanding.