Here's some resources to help you with pronunication:
(1) http://www.languagehelpers.com/Russian/TheRussianAlphabet.html
You can listen to it online, or download both the audio and visual for use on your own computer.
(2) http://listen2russian.com/lesson01/a/
This also contains some information on how to transliterate some of the characters.
(3) http://www.youtube.com/watch?v=ZceOLBFRO_Y&feature=player_embedded
This one is slow, clear and uses a woman's voice.
(4) http://www.box.net/index.php?rm=box_v2_mp3_player_shared_name=bf5f69b0cf&node=f_37465856&single_file=1
Also slow and clear, but uses a man's voice.
(5) http://www.italki.com/Courses/9216.htm
Although she offers to teach paid courses on the alphabet, she sent me for free the URL for her alphabet audio using her own voice. In my opinion, it's the best I've heard. I've interacted with her online for a few months and found her to be one of the most responsive and naturally gifted teachers.
Not to worry -- she's not my cousin or anything! ;) Just someone I've come to admire. Exactly like my friends on this site!
Тереза