I dont know what CD you bought, but I suggest the "shine eyed mr. zen" CD, its the best one in my opinion.
Some of his songs are learnable, you may not get them perfect, but you will get the basic feel of them(at least thats all I get). All he has is a video for learning to play: http://www.kellyjoephelps.net/store/slideguitar.htm
Unfortunately he dosn't play slide live anymore, which sucks because he is probably the best solo slider out there. But he still plays a mean regular guitar-
are there any other lap steel players i should check out? besides the obvious ones like harper.
"After playing as long as i have, Ive kinda learned that there is no such thing as talent. Its more of just having the confidence to play what you want."
~Trey