How do I do better in my listening exercises?

The speed in listening exercises is often much faster than what you are used to. To try and understand all of what is being said will be impossible; as once you have you have worked out the first it might have finished! So, the best thing - and this is what I did - is listen to the passage as a whole and pick out just a couple of words if you can. It is better to have a rough gist of the whole passage than a perfect knowledge of one part.