I bought the course I mentioned above yesterday. The instructor recommends buying a chromatic tuner so you can tell when you hit the correct pitch. I have one but it doesn't tell octaves, so I may buy a new one with a metronome. The "free" online tuner is actually a 30 day trial download.
I listened to the first set of lessons today at work. It sounds like fun. It's done by two women and one gets a bit giggly when the other uses suggestive phrases. I almost did a couple of exercises out loud in the cubicle farm and caught myself in time.
The first lessons consist of finding your pitch, then practicing examples given by both women in the proper pitch. It reminds me of language lesson cds.