I've just finished the Pimsleur Italian I course. I cannot recommend enough the Pimsleur approach to language learning if you are learning on your own. It is expensive, but having completed my first, I think it's money well spent (and I've already bought Italian II)
I thought I'd share some tips I've picked up along the way. I should note that, although you can get through it in 30 days, it took me much longer due to various false starts. Which leads me to my first tip:
If you miss doing it for more than a few days, consider starting again. At least go back five to ten lessons. At first I couldn't bring myself to do it but then I reminded myself that the objective was to learn Italian, not get through the CDs in record time.
If possible, do one full lesson a day (30 minutes, although it drops to 25 after Lesson 9, the case of Italian I, if you postpone the reading as I did). If you don't have 30 minutes a day, try overlapping over two days. e.g. 0:00-20:00 the first day, 10:00-30:00 the second day.
Never pause the CD to give you more time to answer. Much better to get used to thinking on your feet. If that's too hard, see Tip #4.
If you are having trouble with a lesson, go back and repeat the previous one. I found this incredibly useful and it enabled me to get through difficult patches (which I did find came every 5 lessons or so).