Listen Carefully
There are lots of ways you can practice listening comprehension in Spanish without traveling abroad. If you have access to Spanish-language TV or radio programming in your area, take full advantage of it! TV is usually easier to follow than radio because you have images associated with what you hear. Additionally, TV actors and program hosts tend to speak more slowly than radio announcers do. Getting caught up in a Spanish serial program is a great way to practice listening in on conversations, and there is generally enough repetition that it is fairly easy to follow a story line. Watching the news in Spanish is also an excellent way to practice since much news reporting is based on visual images. Rent feature films in Spanish. You can always turn on the subtitles for a little extra help though you should be aware that they might prove to be more of a distraction than an aid. If they are available, turn on the subtitles in Spanish instead of English.
Practice listening to Spanish with TV, radio, and Spanish-language films. Using the subtitles for films in Spanish or English can help you manage vocabulary and grammar you haven't learned yet.
Listen Attentively
You may have to train yourself to do this. Listen to Spanish with an ear to how vocabulary and grammar are used, especially when they are used in ways that are new to you. Listen with a notebook handy so you can jot down interesting new words, phrases, and examples of grammatical usage that you want to examine further. Then follow up on your notes. Consult dictionaries, grammar references, phrase books, and Spanish speakers to help you decipher new material, especially when examples seem to vary from the usages that you know. Sometimes, you can get language questions answered in chat rooms dedicated to Spanish usage. Once you have understood the new material, practice it frequently to internalize it.

