In reply to Al Evans:
You're right, if you learn it when you're very young, then it is a lot easier. On the other hand, I think it depends how much you use it, and how much you are forced to use it. Living in the country is all well and good but I know plenty of people here in Germany (mostly US with a forces connection) who speak very little German, because they don't have to, or don't need to. To be honest, you can get by in Germany pretty easily with just English, but if you live in a family and speak it at home, or have to spend your whole day speaking it at work, then it comes on remarkably quickly, even if you're older. Certainly, I have one American friend who could speak almost nothing until she had a job in Germany where she needed to speak some German and now she's pretty good.
As for being thrown in at the deep end, that's all well and good, but I suspect it helps if you have a very basic amount before you start. If you don't know a single word, then it is very tough to start with. If you have a basic bit of knowledge, such as what you could get from the Michel Thomas French first course, then you can pick up enough clues in conversations to put the rest together. It's a bit like those Engima code breakers during the war - a plain string of letters is extremely difficult to decipher, but small clues and snippets of information were enough to let them crack the code.
Incidentally, for the OP, the Michel Thomas CDs are not your typical "holiday" language. You wont be able to say (initially) "Where is the train station?" Count to ten, order in a restaurant in the classic way etc., but you will be able to build sentences fairly quickly, which in the end lead you to being able to speak the language comfortably.
Tim