Also don't be afraid to use the looping feature. Using the A key, you can specify the beginning of a loop and the B key to specify the end of the loop. Once set, the video will loop between those two points until you tell it not too.
I use this all of the time for tricky (to me anyway) parts. It's one of the great things about learning this way - you don't have to feel self concious about having something repeated to you 100 times!