To learn more about listening comprehension, you may want to look into Howard Gardner's theory of Multiple Intelligences. Gardner suggests that most people have a specific learning style or channel which works best for them. For instance, some people are visual thinkers who can easily picture things in their minds and who tend to comprehend and remember what they have seen, while auditory thinkers are more sound oriented, hearing things in their mind and more easily learning and recalling things they have heard. There is a list of other thinking styles in the link, but these two are the most commonly exploited in a traditional classroom. If you are low on the auditory learner scale, then listening comprehension can be a weak point, but that doesn't make it impossible.
I am extremely visual, and I suspect from her post here that litteacher8 is also. I hate having things read to me! But over the years I have learned some coping strategies. One is to remove visual distraction while you are trying to listen. Look down at a non-interesting surface, or better yet close your eyes if you can. Try to picture the action in your mind as you are hearing about it. Immediately after you have heard a selection, take a minute to write a few notes or a flow chart on what the passage was about, or what the flow of action was, or draw your visualization of one of the characters.
It may feel very awkward at first, rather like trying to brush your teeth with your non-dominant hand, but listening comprehension is just another skill, and it can be improved with practice.