I use a program called Transcribe. It has many features: you can slow a song down (or up) without changing pitch,loop sections to learn that section, and-perhaps most importantly--change the pitch or the song.
Years ago I would change the tuning of my guitar or bass to match a recorded song, before pitch-shifting was available. This makes it very hard for the ear to "learn" notes, IMHO. I believe it is much better to keep one's bass or guitar tuned to standard pitch, and shift the pitch of the song down or up slighlty if necessary to match standard tuning. It also lets you shift the song up an octave and even isolate bass (helpful to iso and shift up).
And many times I do work on bass notes on a regular acoustic six-string, it's easier to match IMO.