StudyBass is good ... and free. It's how I started out.
However, I found I progressed much faster once I switched my primary study over to the Hal Leonard Bass Method, Complete Edition, by Ed Friedland. It goes for less than 20 bucks (US) and includes 3 play-along CDs.
Here's a recent thread on the book:
Massive big-up to Ed Friedland's bass method
Have you looked into lessons?