What's the best way to improve listening?
First find the right level audio for you. There are fantastic resources on and off line at almost all levels.
The right level of simplification will help you build your confidence and capacity, your tutor will help you select the appropriate level resource.
Second, remember, the more you listen the better you get. It's just practice!
Third, nervous tension can be a big factor in difficulties with listening comprehension. It can really get in the way.The day you realise that you don't need to understand every single word, is the day you get liberated, and your understanding improves. Remember,language is a river. Let it flow.