I'm learning Japanese I think I'm learning Japanese I really think so

I've almost listened to two whole Instant Immersion! Japanese language tuition discs. All I have retained so far is that 'dozo' means 'please' and 'ginkou' means 'bank'. The rest of it has mostly been a lady speaking incredibly fast and then asking me to repeat her, which is the part where I gaze blankly into the middle distance while my brain makes fart noises under its armpit*. I can see that continual listening will eventually help this stuff sink in, and I guess I am getting used to the sounds, but it is already a bit frustrating. The structure of the recordings themselves is odd. It gives you the Japanese phrase twice, and then you get the translation. The first disc, which mostly covers basic sounds, seems to have no real organisational flow and certainly no context between one phrase at the next – I was amused to learn** the word ‘cockroach’ and then have it followed immediately by ‘that was a delicious meal’. I can’t help but feel ever so slightly concerned that it may be one of those Dirty Hungarian Phrasebook situations, like I’m innocently trying to master a sentence, only to then be instructed that it means ‘Drop your panties Sir William - I cannot wait til lunchtime’ and find a busload of Japanese tourists giggling at me in delight. That would be interesting.

*Yes, my brain has armpits. Didn't you ever do Biology? Geez.
**Of course I say 'learn', but what I really mean is 'was told but instantly forgot'.