I am very new to Russian (I've only been studying a week) and I am learning from a book -- Russian: A Self-Teaching Guide. I am not completely happy with it and plan to purchase some language learning software as soon as I can afford it. However, that won't be for awhile, and so as of recently, I've been trying to memorize a lot of vocabulary from the lists that my book provides me. I keep doing the stupidest things, however. I'll remember how to write a word using the Cyrillic alphabet, that's usually no problem, but the only way I can remember the word is to recall a horrible pronunciation of whatever word it is, rather than something close to what the pronunciation actually is. I think I'm doing this because I'm not very confident in my pronunciation at this point, and I don't have any references to check myself against. For instance, I was trying to memorize the word философ, and I can get the letters out right, but when I say it in my mind I always say "philosph". Now, when I try to pronounce it correctly, I say something like fil-o'-sef. Is that correct? I'm pretty sure that the whole philosph business is just a safeguard. I also know that I'm still a little confused about hard and soft consonants, and that could be marring my progress quite a bit. Any suggestions or pronunciation exercises you could recommend?

(I'm probably also a little spoiled by m-w.com's pronunciation sound clips, I do believe -- if only I could find something similar in Russian. :D).