If you have a CD with a tune you like, but you can't seem to get it into your head, try using one of the slow-down computer programs such as

which can slow down a CD track or a WAV/MP3 file, without changing the pitch, and/or transpose the tune into a different key. With these programs you can adjust the tune until you can play along with it at your own speed and in the key of your choice. Amazing SlowDowner (Mac, Windows) and Transcribe (Mac, Windows, Linux) offer reduced functionality free trial versions. Best Practice is a Windows only application, but if that is your computer's operating system this is a very easy to use, intuitive program and it's FREE.
[ Thanks, Brian, good find! ]

Another program which is completely free, is the multi-functional cross-platform sound editor

with versions for Windows, Macintosh and Linux computers. This program's strength is in its ability to actually edit audio files, and it is the tool of choice for those who want to import session or class recordings from MiniDisc or MP3 recorders and save them as separate files on your computer or burn them onto your own CDs. The program can be used to capture the contents of a disc or tape, chop it into sections and export the results into individual files.

Audacity can also change the speed/pitch of a CD track or audio file. Although it is not as intuitive to use in this way as Best Practice, The Amazing Slowdowner or Transcribe!, it has the distinct advantage of being FREE. So, to save you a little time, here is a set of instructions.

In short, Audacity is a very powerful program for editing your audio files, and since it is Open Source code, it is free. The power, however, comes with some complexity so be prepared to dive in a little deeper to get what you need. And keep in mind that you can always ask one of the instructors to play the tune for you slowly so you can record it.