Learning a foreign language is tough. I know since I am a language instructor and I can see if my students are having a hard time understanding what I am teaching. I do not know much about Spanish but I can give you some advice with regards to the best methods to learn a certain language.
First, you must have the interest with the language you wanted to study and learn otherwise you will never understand. Second is perseverance. A foreign language can not be learned overnight so you must give ample time. Third is patience. Why? Simple...it is not English.There are rules to follow like the proper pronunciation, the grammar, intonation and accent.
Get some books for back up in case you do not understand what your teacher says. Watch DVDs in that language, surf the net for some additional lessons and lastly practice what you are learning. Remember, practice makes perfect!