Decide on the best formal method for you to learn French: an audio tape or CD or a book, or a combination of both. If you learn best with visual aids and think seeing the text will help you, consider an accompanying workbook. Formal instruction with an audio CD is an excellent way to begin your practice, but you must know if you'll need additional formal instruction aids such as flashcards or a workbook.
Expose yourself to the language. Rent some French films and watch them a few times with and without subtitles. Visual learners will often find it helpful to watch the film with French subtitles to read the words you miss when they're spoken. Try watching the film first with English subtitles to catch the meaning, and then with French subtitles.
You can also listen to children's French music CDs, which often have simple, repetitive language. The Putamayo French Playground CD lists the lyrics in French with English translations which will help with comprehension and pronunciation.
If you know a French speaker or someone else who is trying to learn the language, talk with them in French. You might also try Craigslist.com to find tutors or native speakers who might like to help you practice. Just remember to use caution when meeting anyone from online and meet them in public places---perhaps a French cafe in your town.
Many cities have a French Language Institute that offers free conversation hours, or you may have to become a member to participate but practicing french and hearing natural conversation will help your learning.
Podcasts are also an excellent way to learn french with audio. A podcast is an audio program similar to an radio program that is produced to be downloaded onto your mp3 player. The easist way to search for podcasts is in the iTunes store. Read reviews of the podcasts and listen to clips to get a feel for the level of the podcast. Some of the available French podcasts only have a few episodes and it will be more helpful to choose a podcast with multiple episodes that build on one another. Also, language podcasts are nearly always free.
Also available on iTunes are downloadable audiobooks. Unlike podcasts, they are not free but they are a source you can immediately get your hands on and that you know is reliable. Either of these methods allow you to listen on the go; commuting on the train, in your car, or walking around.