Alternatively! You can use tabs. If you want to go that route, you can use a program called Guitar Pro and/or Powertab. Both of these programs have the songs tabbed out for you and allow you to listen to the song in midi format while looking at the notes.
Guitar Pro allows you to slow the song down or speed it up. It also has a looping function with a speed trainer, which is really useful on extremely complex parts or solos. The way the speed trainer works, is you can highligh a specific section of the song, or the entire song, and click the loop button, then you can have it raise the tempo a certain percentage on each repeat of the looped section. You can set the starting and ending tempo, and the tempo increase per loop. It also has a built in electronic tuner, if you do not already have on.
The downside of Guitar Pro is you have to pay for it, where as Powertab is free. Guitar Pro tabs are usually a little bit less accurate on the guitar parts compared to Powertabs, but Powertab has less features that make learning songs easy, like the looping and slowing down features.
There really isnt much to tell about Powertab, but I recommend that you get both, so you can compare tabs of the same song and edit accordingly if you feel like it.
Another really awesome program to help build your guitar skills is a little program called Guitar Speed Trainer. You start off by building a "speed profile" where you play certain types of guitar techniques at increasing tempos and you tell the program how easy or difficult it is for you on, I think, 7 different aspects of playing. After you build the profile, you can do the exercises that have you work on specific aspects at a time. Each exercise starts off really easy and gets progressively more difficult till you can barely play it, and then it slows back down again. I havent used it in a while, but when I did use it, I noticed improvement in my pick hand speed and accuracy, and finger dexterity.
Guitar Pro:
http://www.guitar-pro.com/en/index.phpPowertab:
http://www.power-tab.net/guitar.phpGuitar Speed Trainer:
http://www.guitarspeed.com/One stop site for all of your tab needs:
http://www.ultimate-guitar.com/All three of these programs are very helpful to learning songs and playing better.
Sorry I assumed you meant to figure it out by ear.