Just to add something...
The test you have already performed is more of a "perfect pitch" test then it is an "ear training" test. Like the guys before me have stated ear training is more about brain->fingers communication instead of brain->hum->fingers... it's all about cutting down on the stages of translation of information so that you are more versatile.
Perfect pitch on the other hand is sometimes more of a hindrance than a bonus :P I know a girl (violinist) who has perfect pitch. She had to play along with a random rock-band with her quartet and got physically ill because she was being forced to play "in the cracks" and it was just messing with her brain.
Perfect pitch is a curse because "the pitch" means nothing... it's all about fitting into the players you are with.. if they are out of tune, but you are out of tune to the same degree as they are... then it's perfectly in tune
Kinda... :P