You should start with conversational English. This is the most practical type. Learn the words for Hello, Goodbye and the like. I would also suggest basic words for holding coversations.
Yes, as #7 points out, English bears the unfortunate distinction of having a langauge where a number of words are pronounced completely differently from how they appear in text. This is something that any student of English unfortunately will have to conquer at some point, and something that many native speakers of English also struggle with. I agree with other points made: immersion is something that is absolutely vital if you are serious about learning English.
All of the previous posts are great advice. The only thing I would add is that English words are not necessarily pronounced the way they're spelled. The comedian Gallagher has a very funny routine about that. The place where we live is our home, but the thing we fix our hair with is not a come; it's a comb. The place where people are buried is not a tome but a tomb, which is not pronounced like comb. So be careful!
I currently have a student from Japan in my classroom. Her English is very broken, but her reading comprehension ability far surpasses her language skills. That being said, I see her inability to understand anything but formal English concerning. We, as a society, do not speak using formal language. Instead, our common language is riddled with slang and words with multiple meanings.
Therefore, I agree with watching movies which depict a far more common representation of the English language.
I've heard very good things about the Rosetta Stone method of teaching language. Apparently this method can very helpfully supplement any formal academic training you are receiving. The programs are not inexpensive, but you should be able to find used versions at Amazon.com and at Ebay.com. very best wishes to you!
There are also many films that have been released in English and then dubbed into other languages. If there are such films that are in your own language, perhaps you could get copies of the films both in English and in your own language. I have done that in my own efforts to learn Japanese (no parents to speak Japanese to me...) and I find it very useful.
I agree wholeheartedly with my friend bullgatortail's advice. Immersion in the language is the best way to learn it by far. His suggestion to read and converse in English as much as possible is superb. My five year old grandson is bilingual--Japanese and English--because his parents spoke each language to him on a daily basis. Reading and usage are the key.
English is not the easiest language in the world to understand. As the above post pointed out it has many colloqualisms, and rather strange rules of grammar that even some native speakers do not easily comprehend. However, as your comfort with use of the language develops, grammar, etc. will fall into place. Good luck.
I believe that expanding your vocabulary may be the first order of importance, learning to use and understand as many different words as possible. Correct grammatical useage will come later. Even later will come the understanding of various colloquialisms and slang that are often hard for a new English speaker to comprehend. I would suggest that you read and converse in English as much as possible, starting with lower level readers if necessary. If you have a close friend who speaks English, use him to talk with as much as possible, and ask him to explain any problems or questions with the language that you encounter.