I am currently learning a new foreign language. Learning languages has never been easy to me, and even with a book/CD kit, I often have a problem hearing the exact sounds from the words on the audio-tracks. Espesially when the words are pronounced so that two or three words sounds like one.
I am currently using the "Ardour" sound editor for Linux to improve my learning. I import the tracks from the CD (as wav files) to Ardour. Then I can listen through the lessons, and easily separate single words and have them repeated until I can distinguish the individual sounds. I can also copy a word to a new track and prolong it, so that the sounds lasts longer and are easier to get correct.
Ardour is free, and is available in the official Debian repository for anyone running Deban Linux.