The phone book is absolutely fine for putting your front wheel up on but a nice front wheel block can run as little as $20 (some are even cheaper but don't look too sturdy to me, but I'm sure are fine, too).

You may want to check that the roller is clean and adjusted correctly for your bike (re: rear tire squeaking). It wouldn't be a bad idea to stick an old tire on your bike for indoor riding as trainers can wear tires fairly quickly (that is, unless you plan on upgrading tires soon / they are pretty worn and need replacing soon); if you don't have an old tire ask some of your friends or your LBS.

As others have mentioned, riding on the trainer is harder than riding on the road for the same period of time. For training on the trainer, you may want to check out some of the different training dvds. Or, here's a link to some free Spinervals workouts to follow. A heart rate monitor may be a good thing to save up for, too. And I personally like having my cadence sensor while doing rides on the trainer (partially because I'm having trouble with my knee(s) and want to keep my cadence higher but it's helped with my training, too).