Hi, Sally,
This is what has been puzzling me, too. Having been practising my listening comprehension for nearly two years, though, I am becoming more confident in myself
in this regard though I know what a long way I still have to go. That is, listening comprehension is indeed a lot tougher than the other parts of English study
but is still surmountable. Intensive and extensive training is what it takes.
Remember though, time and patience are of the essence here, and maybe some stamina is also needed.
You've got learn to walk before you run, they say. It is perfectly applicable to training your listening comprehension. Start your practice with some simple and slow-read sound clips or programs. Make it a rule to listen for some time everyday. It may take a few months to gain the ability to articulate, but it will
take a few years to get your ears attuned to the cadence of this language, now
that we are all in a non-English speaking environment.
My recommendation here is Lai shi xiong's Intermediate American English. You can have them here: http://club.mypda.com.cn/sp.asp?tid=71312&bcp=1&loc=1 The text files are also available there. Another good material is VOA's Special English, which I myself have not tried, though. If you choose VOA, make sure you have the corresponding text files (and correct ones of course) in case you cannot after all figure out what they are talking about.
The effort will not turn out a waste, trust me. It'll accelerate your English study instead, and more importantly, help you gain a real good balance, which most of the learners lack.
Folks, shoulders to the wheel!
Panpanpan.