I have since done a great deal of work to be able to learn this language that can be of great help, especially when living in Finland. I have since been on a visit to Russia (but that's a different story also). I want to share some facts that perhaps might help others as well.
I have some experience of learning new languages, I speak fluent Swedish, Finnish and English. But I also learned Greek on my 2-year mission, this was a crash-course greek learning that I have tried to take into consideration when studying Russian.
I have a couple of pocket books (a dictionary and a phrasebook), I have a childrens book, an ilustrated new testament stories for childrene, a bunch of newspapers. But dispite all this, me greatest help is my computer. I have downloaded the free and very helpfull (though, sometimes nerve-wrecking) byki language learner. (www.byki.com) and also use online dicctionaries and web pages, the list will be uppdated. I have written many lists containing verbs (with conjugations), pronouns, short aid words such as и, ре, из, от, к, с, а, бы... I watch russian tv sometimes, my favourite program is милитцеиская академия, a comedy show with simple language and obvious meanings and jokes.
List of usefull web pages: To be updated:
http://masterrussian.com - a massive web site that has everything you need.
http://mirtv.ru/ - you can watch 300 kbit/s stream of the tv channel for free. Quality isn't always the best but you still get the deal.
My litterature in russian, the illustrated new testament for children not included, not are my written lists.