Bonnie2013, I can not comment on the course itself as I have not done it and do not know the profession to comment, but I have recently completed an Executive P.A diploma with Pitman training and I found it great. I also was not sure about the whole headphone thing but in fact, it works very well as you go at your own pace. If you need to pause and listen to it again, you can. You can rewind, fastforward etc... You are in charge of the pace at which you go. If you have a query, there is always somebody around to come and explain anything if you need help.
It took me 18 months to complete it as I took a few months last summer for my wedding/honeymoom and I was also going 2 to 3 afternoons per week. Again, this is what I liked about it: you decide of when you will study. This might not be for everybody though but I thought I would share my experience of Pitman with you.
The only thing that was a bit of a pain for me is that I am in south county Dublin and was driving in every time. Parking is not guaranteed and is expensive!!!! I can not remember exactly but I believe it was 2.90 euro per hour!