There are plenty of sample listening comprehensions on the net to help you practice. Just Google "ESL listening comprehension" or something similar and you'll find plenty.
My other advice is to listen to English as often as you can. Find an English online radio station (native English!) and have it on whenever you can, so that it's playing in the background. Don't concentrate too hard, just get used to the rhythm and speech patterns of the language. The longer you listen to it, the more you'll realise you understand without even trying.