Before I go any further with alphabet, here are a couple more expressions for you:

Нет дыма вез огня

N'et di:ma vez agnya

No smoke without fire



огня is a declination of the dictionary form огонь (or nominal form - the term I'll use from now on to address the "basic" form of a noun/adjective, etc to avoid confusion later on)

Ok, here there's one very difficult letter for us westerners to pronounce: ы. I'll try to explain as well as I can how; basically, it's a sound close to a long "i" that's pronounced from very low in a contracted throat.....the best is still that you listen to it: I'll try to provide you a link for just that sometime during the cyrillic lessons....that sound will be represented "i:" for now.