If you have nobody to practice with, you are gonna get nowhere. If you don't know anybody who speaks the language, can't get reading material written in it or don't have a TV channel in it, it's gonna be a rough one. You don't learn a language by reading a book, you do it by using it. Ultimately, if the language isn't useful to you, don't learn it (useful as in you plan to travel there or do business with them).
Unless you want company, don't take group classes in an institute. It's a waste of money and time, because you learn at the other's speed; schools are only useful if you need to take an exam and get a diploma.
You are way better off getting a couple of books with grammar and tapes that you can play over and over again until you finally get it. This step is cheaper than an institute. After a while (not that long), hire a private teacher who can correct your pronunciation, answer your questions, teach you about idioms and slang and, if he's a native, tell you cool stuff about the country (which will wet your curiosity and thus keep you going). This step is more expensive. Beware natives who aren't teachers, they are only useful to get some practice (after you know a little and can actually have a conversation).
Use flash cards to learn new words. These are pretty useful and pretty much mandatory when learning to read and write Chinese and other languages with weird characters - like Arabic.
Grab a regular index card and cut it in half (or more if you are pinching pennies); write on one side the meaning of the word, on the other side, write it in your target language and then upside-down write it's pronunciation. This way, in one card you have the writing, pronunciation and meaning of a word. Keep a batch of them in you pocket/wallet at all times; to practice, simply grab some, read one of the sides and: a) if you read it in the target language, make sure you pronounce it correctly and know it's meaning (this is why you write the pronunciation upside-down, so you can read the word and test if you can pronounce it without peeking); b) if you read the other side, make sure you can pronounce the word and write it correctly.
(If you are learning a language with a Latin alphabet, make sure you use different colors for each side of the card, so you can tell them apart and sort them quickly.)
Use drills. These are exercises developed during WWII to teach Japanese and German to Americans when time was short and teachers were the enemy.
There's 3 kinds of drills:
a) Patterned response drills: ask a question, answer it; change some word in the question and ask it again, answer using the same pattern than before, but with a change that reflects the one made in the question. Example (in Spanish): 1. ¿Ya comiste? (Q) Estoy comiendo ahora mismo (A) ; 2. ¿Ya corriste? (Q) Estoy corriendo ahora mismo (A)
b) Substitution: Given a sentence and a replacement word, re-write the sentence by correctly using the replacement (you have to know what to substitute). Example (Spanish): 1. José va a comprar un carro (sentence), avión (replacement) -> José va a comprar un avión (result); 2. José va a comprar un carro (sentence), nosotros (replacement) -> Nosotros vamos a comprar un carro (result).
c) Situational: Imagine a situation where you need to chat with someone else, and go ahead and write that conversation down. It's like writing an essay.
Do a couple thousand of drills and you are ready for anything :-)