Learning a language

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Has anybody tried learning a language themselves (no classes/visiting that country till you've learnt it), and if so, which software/programs did you find useful?

I'm looking to learn a third language, german. Haven't learnt a language without classes before is all. Is it even really possible in your opinion?

Well, friend, everybody learns the language themselves. Even if there is someone that is teaching you, it's you who learns it by practice and etc.
Software and programs, well, when I learned German, I had no such techno-stuff assisting me, just a large dictionary and handouts given by my teacher.
I also watched German TV, and tried to have conversation with Germans around me.
If you have no Germans around you, I suggest you try forums to assist you with that.
Or you can try interpals.