So, I am having some trouble with the Russian from English course: I don't know the alphabet real well, and so I feel like I am not getting anything out of the course. I'm just looking up what the word means and copying it down. I feel like I am not actually learning anything, just copying. Please help.
You're only at level two. If you're starting pretty much from scratch, you probably aren't learning very much yet, based on my experience. For me, Russian was very different from anything I'd studied before, and the alphabet didn't help anything. Things didn't really stick until I got more comfortable with the language. I would recommend reading everything you can find in Cyrillic for a while. Wikipedia has an excellent page with a list of Russian cities in Cyrillic and transliteration. Listening to music while reading along with the lyrics is great for getting used to a language.
I learned mostly to read the alphabet while helping someone actually studying Russian practice for vocab quizzes (I'd give the English, they'd give the Russian, and I'd check to see if it was right by sounding out the Cyrillic on the paper they gave me). I think I did a Memrise course for about four days at the beginning of this, but really it was just seeing and hearing it. Do it at the beginning with a little chart next to you and sound everything out, and you will learn it.
You're at the beginning, so it's normal you have trouble with the alphabet. In my country we also use the Cyrillic alphabet (but slightly different from the Russian one) and I still have trouble with Russian. But once you learn the alphabet, you'll see, everything else will fall into place. So give yourself time to learn and don't be frustrated about it. Frustration only makes it harder :)