Well it mostly made sense... can't expect to get it 100% right first time (in fact I can't remember a time where I've ever submitted an exercise and got it 100% right first time).
Interesting that you should say that actually - the strange thing is, you will probably learn about English in the course of learning Russian. The German writer Goethe once said "He who knows no foreign language knows not his mother tongue", and it's true. The more you learn about the differences between Russian and English, the more you get to know English itself (for instance, Russia has cases whilst English has none, English has a complex tense system whilst the Russian one is comparatively simple).
Personally I think The New Penguin Russian Course is good, you can get it for under £4 on Amazon (I found this out after paying £12 for it in Waterstones, lol). It goes from absolute beginner level to equivalent of A-level standard. It's not perfect, some people complain it has too few exercises in, it certainly won't teach you perfect pronunciation as there is no audio, and it focuses quite a lot on grammar (personally I like this aspect, but a lot of people would hate it). But I'd still definitely recommend it.
There are many, many sites that have audio clips - use them. This site has some, Livemocha has some, even Wiktionary has some. Also adding native Russian speakers to chat with on Skype will help you.
(I think I made this post way too long... oh well)