I teach all my students ear training which is a invaluable skill to have.
For beginners I like to teach only intervals and how the sound, disregarding key. It is the first step before they can tell relationships inside a key/mode. And I don't use programs, just audio tracks so they can listen to them on their ipods, ipads or car without the need of a computer at hand, while they run or drive or whatever.
Here's a link to the Interval Trainer Vol. I
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mdecks.com/intervals1.html