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You can set the speed on this news site to slow or normal speech but you still have to know the vocabulary first.
http://news.rtvi.ru/.

If you are using Windows XP you just go the Control panel/time date language/Add other language/language/Details and add Russian. You can select how you want to switch between RU and EN while at it...

Explore this site.
http://www.gwu.edu/~slavic/golosa/

You can start out on your own. Buy a book and a CD course.
I suggest this book.
http://www.amazon.com/New-Penguin-Russi ... 0140120416