Training our ears to understand a foreign language takes a long time and a lot of practice, but not necessarily a difficult practice. Just listen. You may not understand everything, but over time you will notice that you can pick out more and more.
What should you listen to? Everything.
That is extensive listening.
One very good source is NPR: http://www.npr.org/
For intensive listening, can you can find listening exercises on this page or many other sites as well.