In college we have a whole sequence to go through with theory, sight singing, and ear training. When I started I could not tell a m2 interval from a P8 octave most of the time. But after doggedly pursuing it I can hold my own most of the time. I'll probably never be able to play "Green Hornet" in all 12 major and minor keys by heart but I know enough to do what I need. Keep working on it and you'll get there. You might try
Ricci Adams' Musictheory.net it has some great ear training exercises online and it free. Gotta go practice for my ear training final now
