Like was mentioned in a previous post, perfect pitch is a somewhat innate ability. However, I know of some people (myself included) that have trained their relative pitch to the point where melodies can be transcribed on the second or third, sometimes even on the first listening.
How did you guys train yourself? Any programs or exercises you found useful?
Learn an instrument. Piano/ Keyboard is perfect for this stuff. For the best result, find a private music teacher that is willing to work with you on what you want to learn. And as far as programs or exercises, go with what your teacher suggests.
If hiring a teacher isn't possible, all I can say is that I've studied out of numerous books and they're all basically the same. It really comes down to what instrument you play and what text your teacher likes the most. For computer programs, look up the keywords "ear training" or "aural training". Good Luck
