I taught myself the alphabet before I started classes so I would be ahead. First I used flashcards to get used to the way they look and which is which. For getting rid of your roman alphabet habits, I suggest practicing with cognates.
http://www.departments.bucknell.edu/rus ... habet.html
This website really helped me!
http://www.learningrussian.com/alphabet.htm
This shows handwritten Russian, which looks hard to learn, but gets to be second nature fairly quickly.
~dUcK!