First of all, remember that you are not alone. Listening comprehension is probably the most difficult task (noun=exercise, job) for almost all learners of English as a foreign language. So, now you know you are not alone....! OK. The most important thing is to listen, and that means as often as possible. The next step is to find listening resources. This is where the Internet really comes in handy (idiom = to be useful) as a tool for English students. First you need to:
Once you have begun to listen on a regular basis, you might still be frustrated (adjective=upset) by limited understanding. What should you do?
Here is some of the advice I give my students:
Accept the fact that you are not going to understand everything.
Keep cool (idiom=stay relaxed) when you do not understand - even if you continue to not understand for a long time.
Do not translate into your native language (synonym=mother tongue)
Listen for the gist (noun=general idea) of the conversation. Don't concentrate on detail until you have understood the main ideas.