"That teacher's class is not fun."
"Select words for translation" excercise in Feeling skill does not include "あの" in word choice list.
あの means that thing over there(away from the speaker). その is that thing (close to the speaker). In birth cases, that thing is specified. Similar to あれ and それ, but when using them you do not know what "that thing" is. So, that dog vs that thing with fur and a collar.