So I've been trying to learn Russian for almost twenty years on and off. To be honest learning new languages doesn't seem to be my forte, and whilst I now have a decent Russian vocabulary, and I can understand basic written Russian reasonably well, I butcher it when I try to speak it, and I can only pick up snatches of what's going on in conversations between russian speakers or in russian movies.
Never-the-less I thought I'd share a few of the Russian learning techniques I have employed over the years - who knows maybe they'll help you more than they've helped me!