Teaching listening skills is one of the most difficult tasks for any ESL teacher. This is because successful listening skills are acquired over time and with lots of practice. It's frustrating for students because there are no rules as in grammar teaching. Speaking and writing also have very specific exercises that can lead to improved skills. This is not to say that there are not ways of improving listening skills, however they are difficult to quantify.
One of the largest inhibitors for students is often mental block. While listening, a student suddenly decides that he or she doesn't understand what is being said. At this point, many students just tune out or get caught up in an internal dialogue trying translate a specific word. Some students convince themselves that they are not able to understand spoken English well and create problems for themselves.
They key to helping students improve their listening skills is to convince them that not understanding is OK. This is more of an attitude adjustment than anything else, and it is easier for some students to accept than others. Another important point that I try to teach my students (with differing amounts of success) is that they need to listen to English as often as possible, but for short periods of time.
I like to use this analogy: Imagine you want to get in shape. You decide to begin jogging. The very first day you go out and jog seven miles. If you are lucky, you might even be able to jog the seven miles. However, chances are good that you will not soon go out jogging again. Fitness trainers have taught us that we must begin with little steps. Begin jogging short distances and walk some as well, over time you can build up the distance. Using this approach, you'll be much more likely to continue jogging and get fit.
Students need to apply the same approach to listening skills. Encourage them to get a film, or listen to an English radio station, but not to watch an entire film or listen for two hours. Students should often listen, but they should listen for short periods - five to ten minutes. This should happen four or five times a week. Even if they don't understand anything, five to ten minutes is a minor investement. However, for this strategy to work, students must not expect improved understanding too quickly. The brain is capable of amazing things if given time, students must have the patience to wait for results. If a student continues this exercise over two to three months their listening comprehension skills will greatly improve.