I hope this doesn't make things more confusing for LurkingDarkness -- my point was that if you're aware that in some dialects of English, the words "do" (делать) and "dew" (роса) are pronounced quite differently (with a "hard Д" in the first word and a "soft Д" in the second one) then the same basic difference applies to "hard Л" and "soft Л".
Anyway, all of them are wrong sounds in Russian. "d" in "dew" can be pronounced like English j, can't it? This sound is neither hard nor soft and does not exist in Russian. Alveolar apical d is not soft and hard enough and does not exist in Russian either. The words listed above differ by presence or lack of the consonant "j" (it is usually spelt in English as "y"), which may cause some changings in consonants but they are not phonemic. In Russian it is the consonant itself which undergoes palatalisation. So, my advice: do not try to approximate Russian sounds with English ones, and especially do not try to understand the difference between soft and hard consonants from English. Better try to pronounce hard consonants correctly first, then it will be easier at least to hear the difference, which is great, in fact.