Start with a high quality instructional DVD. If you start your studies from a low-quality DVD, you are going to slow down your progress from the start. Look up reviews on the sites that sell instructional DVDs to find a product that other people have had success with.
Establish a regular study program and stick to it. A small amount of time each day is more productive than long cram sessions. Set aside a consistent and regular time for study, and you will see faster progress.
Go back over any material that you have studied after you take a break from your studies. Although consistency is preferred, it is impossible to maintain it every single day. When you miss a day, or several days, go over the material from previous sessions before moving forward. You have to build a solid foundation of basics before you move on to the more advanced language skills.
Pay attention to the correct pronunciation of all the words. One advantage to a DVD or CD learning approach is that you can actually hear the words as they are spoken. When you try to learn from a book, you may learn the words as they are written, but you will not know how the words are to be said. Mimic the pronunciation of the words as you hear them on the DVD out loud until you feel like you are accurately reproducing the exact sound of the word.