i go to purchase college conservitory of music and everymorning i take an eartraining class. and everyday we walk in the professeur demands and pitch say "F" and we all have to sing it with no warm-up...at first it was impossible, but after 2 years we all can do it on just about any note...and he gave us a ton of ear trainning excersizes probably the same type of stuff on the website.
one cute story...when my littlest brother was two and a half, my older brother (the bassist) and i were practicing out ear training one afternoon while we were supposed to be babysitting. I played an A on the piano and the bass-player says C? and just as i'm about to correct him, a little voice from the other room says "no, that's an A!!" we were shocked and quizzed him on all kinds of things, taught him scales and he loves it!!!
i don't know if he inherited it (the rest of us picked it up rather quickly too) or from just being around before he was even born...but it's there--i know it.