It does work and the easiest way I can think of helping you there is to say... play with it... like learning to ride a bike you probably had training wheels for a while.
Take it lightly, be relaxed about it... let it be ok if it takes you a while to learn each stage... Listen to the tapes again
Start with tape 2 play with the exercises that Paul suggest... have fun with it... it's not important if you don't get it 3 or 4 goes around if you keep trying you can't help but get it. Most people give up too soon.
Let it be fun from the start because once you get the hang of it it becomes even more fun. 
So start with tape 2... play with it and tell us how you went... yes talking about your successes no matter how small helps to overcome the belief that you can't do it.
keep at it... have fun laugh at the scribbles you make when you draw the star you're teaching your mind new tricks and that takes practice.
Smile
Alex