lots of ear training programs are out there available for purchase. I haven't used any of them so I can't recommend one to you although I like the technology of www.riffinteractive.com because you can slow the down the tempo of the music, you can see a song being played on a virtual fretboard so you know which finger to use, you can load looping tracks to jam to, plus the teachers all have near perfect pitch and can tab things 100% correct.

also search this website and the net and you may be able to find some free ear trainers. but the best advice I can give is to just listen to the notes. it's important to know your fretboard well too. if you played 8th fret on the g-string do you know what note you are playing off the top of your head? or do you have to think about it for a few seconds. learning the names of all the notes all over the fretboard off the top of your head helps alot.