I haven't actually tried it, but I understand some computer dvd playing software has the capability to show multiple subtitles. Seems it could be interesting to watch movies with English/Spanish subtitles going on at the same time. If you go that route I think it's going to be much more effective if you do some rewinding or watch the movie multiple times until you really understood everything.
My wife largely got her foothold into English when she was younger by listening to music - learning to sing songs in English and understanding the lyrics. Also she had a friend for conversation.
In my case (caveat - my Spanish still sucks pretty bad), I can see that my learning style leans toward reading. My retention is much better when I see the word in front of me. For that, there is a series of books put out by Clarin, which are classic novels in a penguin classic style, with Spanish and English on opposite pages. They can be found used in bookstores here and are very readable.
Anyway it's important to find your learning style. Lots of people rave about the Rosetta Stone software for example, but I found it tedious and did not notice myself advancing much from using it. The other thing that helped me immensely is becoming addicted to mate and spending some time every day talking to my mother-in-law, who doesn't speak any English. It could be important to look for the right conversation partner - in her case she is actually from rural Paraguay, and so speaks at a relaxed pace without a lot of lunfardo constantly mixed in. You probably notice that some people you meet are much easier to understand for whatever reason - enunciation, accent, etc. You have to find someone who is patient enough to overcome the language barrier with you, and creative enough to get the meaning of new vocabulary across. I think it's helpful on some level if they don't speak English, because then you're really in total immersion. Even after several years of being together my wife and I *always* fall back to using English because that's her preference and it's just easier to communicate that way.
Good luck! It's worth the effort and you'll get so much more out of life here if you can find a way to learn to communicate more fluidly.
