In reply to idiotproof:
This is the main Latin course that most people I know [who did Latin] did.
http://www.mnlg.com/cscp_ws2/page.php?p=clc%5Etop%5Ehome
Doesn't look like they have anything on CD, but the website is pretty comprehensive.
Most of the stuff we learned on this course (I did GCSE and A Level but the course only went up to GCSE level I think) was book based. It follows the story of a family in Pompeii, starting with the basic introductions to the family (nouns and verbs) in book 1, up to more complex Latin structures in book 5 etc.
It's a really good course, I thought - we all got quite attached to the characters by the end of it!
Not sure about listening in the car. You could always record yourself saying it and play it back when you're driving. Generally Latin is not taught so much as a spoken language.