If you're having problems learning the alphabet, or if you're just bored... please watch An Introduction to the Russian Alphabet (total of around 30 minutes). Да, знаю! Yeah, I know... It's really rough and I'm really longwinded, but watch it anyway.
In class, I provide you with a list of "sight words." (Here's a copy.) These are simple Russian words, often cognates with English or another language. The premise: You start with the first word, which is made up of shared letters between Russian and English. Then, word by word, the list introduces and reinforces new letters. By the time you complete the list, you've learned all 3444 letters in the Russian alphabet! You can listen to me reading the list of words here.