One tip is: don't write down the dots and dashes. Like any language, morse is a language of sounds. If you'll follow the tapes and translate straight from sound to letters, you're brain will have to perform one less step. This will be really helpful in the air when your busy.
Exactly - if you try to think in dots and dashes you will really struggle. You need to recognise the entire sound. Start by learning the simple letters (ie just dots or just dashes). Then the letters which are just one dot and one dash. Build up like that. There are simple memonics for some letters - eg "C" sounds like "charlie-charlie", "Q" sounds like "God Save the Queen", and "V" sounds like the first chords of Beethoven's Vth symphony.
If you learn the entire sound then you will be able to get up to a really good speed in both listening and transmitting.