Do you want to learn Russian but hate to do boring exercises?
You are searching for the best method of studying by yourself?
I believe I can help you 
First, you shouldn't learn grammar at all. If you start to learn it, the process will be soooo boring that you will quit it very fast!
What do I suggest? Listen a lot and mostly interesting and funny material in Russian! You can use this lessons: www.russianeasy.com - they are interesting and funny! So many people have already chosen them!
How will you use them?
1. You buy Russian Audio Lessons and download all of them as MP3 files and transcripts of each lesson in PDF
2. You play lessons on your computer, iPod, or any other device
3. If necessary – you read the transcription in PDF to understand everything better
I believe it can help you :)
Learn Russian and Have Fun! 
Oleg