What helped my russian a great deal were Russian movies (DVD) with RUSSIAN subtitles. It increases your comprehension and it is truly one of the best way to understand such a rapidly-spoken language. The movie 'Brat' (the first part) is availabe on russiandvd.com with subtitles in both Russian and English.

I've just ordered Mulan DVD (which has the option of a Russian audio/subtitles) from israel-music.com and I'm currently waiting for DVD to come! *jumps around in excitement*