yes.. pick a song you like a lot. play it on cd or the computer. and play what you are hearing. to make it easier break it down. listen to a few seconds then hit pause and try to play what you just heard. keep trying different notes until you find the right ones. then move on to the next little snipet of the song. once you get about 1/3 of the way restart the song and play that 1/3rd until you are comfortable with it then do the same for the rest of the song.
^^^ Solid advice. Break the song down into sections – verse, chorus, bridge, interlude, what-have-you – and work on it one section at a time, one note at a time if you have to. Once you get a section down, play it until you've got it down pat, then move on to the next section. Each time you get a new section down, play what you've learned so far until you've got it all down pat, then move on to the next section and repeat.