Transcribe! is a great piece of software.
http://www.seventhstring.com/xscribe/overview.html
It analyzes the waveforms of wavs or mp3s and shows you the notes graphically on a keyboard. It helps sooo much for doing transcriptions--- which can be really frustrating for a beginner.
Work with Transcribe! on your favorite songs and you'll eventually start recognizing muscial patterns that will help you a lot.
