Study a listenning skill
In general, an ESL(English as a second language) student will find the most difficulty is speaking follow by writing, listening and reading comes last. However, the study can become more difficult if you choose a higher level.
Reading seems a bit easier because you can take your time to read. listening has a time limit, even you can repeat to listen the same thing but you can not slowdown the speed of the voices. Also a lot of informal speaking like slang are hard to understand by foreigners.
As far as I know there is no any special way of training that can improve your listening skill in a short period. If your English level is intermediate, I will suggest you to listen news or watch TV on Documentary program because they speak formal language. You can also try to listen some English for listening materials with transcript, so you can read them in order to help your listening.
Please bear in mind, there is no any short cut to English learning. You must follow the pathway and step by step.