To learn Chinese efficiently, it's necessary to familiarize the language to your ears. Then, it's easier to pronounce correctly and almost automatically; the characters will be much easier to learn. This would create a better understanding of the language.
1.Listen to basic conversations. There are websites providing this for free, such as www.nciku.com. Listen carefully and try to follow. Don't get confused, do it part by part. Section it according to the punctuation marks. Don't worry if the Chinese characters seem all jumbled up, just keep looking at it while following the speaker. Soon you'll realize that most of the conversations use the same characters over and over again.
2.Learn the phonetics(pinyin) and tones. These alphabets helps a lot, especially when reading a character without audio. Tones are crucial in Mandarin to improve the pronunciation. These are the foundation, so set a firm one.
3.Watch in 2 languages. Pick your favourite TV series, movies or animation. Either watch it in English then in Chinese or make a use of the subtitles. There are free online videos at English title/keywords in the search box.www.youku.com. It contains some of America's TV series,animation, etc but with Chinese audio. The website is also in Chinese, there's no need to understand any of it, just type the English title/keywords in the search box.
4.Try reading and writing the characters without help. At this point, some characters would have become familiar as they are so often used. Learn how to write those characters and continue with harder ones.
5.Learn the grammar. This would help if there are still questions on how to arrange the words after listening and watching the videos. More details would also be learned from this.