I was watching a video just the other day that discussed this very issue. In a TED talk, the presenter was espousing his tactics for learning a new language "quickly, easily, and effectively," claiming that a person can become fluent in 6 months. I'm not sure about that, nor do I think that learning a new language is quick or easy.
But he did make some good points, one of which is that those who can accept some ambiguity in the process will experience less frustration, be more relaxed, and will learn better. When I first started studying I experienced a lot of frustration when the English translation of a phrase was not literal. Over time I realized that, just like in English, some things are expressed a certain way just because they are, with little apparent reason.
Having said that, I am like Rob: I too like to try to understand the literal translation of a Spanish phrase just to reconcile it in my mind. Even now, I find myself translating some phrases literally even though I know they mean something different. It is just how I have made the connection in my mind.