Check out this useful website for pronunciaton: "Die Laute des Deutschen", This comes from the University of Iowa "Sounds of Speech" series. Of course, you can explore the entire site, but right now, focus on the "Monodipthonge", including "vorn", zentral" and "hinten." Here you can practice the pronunciation of the umlauts. When you click on a pronunciation symbol, such as /y/, you will bring up the video window with sound files for each example, in this case the "ü" umlaut. Go through all three of these categories and practice, practice, practice! Nicht vergessen: Übung macht den Meister! (oder die Meisterin).