MP3myMP3 can be used to record the audio and save it as an mp3.
www.mp3mymp3.com
Audacity can be used to pull in that Mp3 into and then use the Effects feature to slow the Tempo WITHOUT changing pitch.
http://audacity.sourceforge.net/
I find that I do best slowing my mp3 recording down to 80% of the original tempo and then increasing the tempo up until I am comfortable at the original speed. Then I go back into the lesson and play along with the instructor with the advantage of the video at full speed. These tools will vastly improve your ability to improve your learning more quickly without getting too discouraged.
Hope you find this idea useful.