From my personal experience, the easiest way is pretty simple : Find people that speak the language you want to learn and just talk to them =)

I'm not too crazy about it, but if it happens, it happens. If both know what they're doing its fine.

There are a lot of ways to improve this skill. For example, just watch english/american TV-shows, such as how i met your mother or others. If you need it, you can also watch them with subtitles. After a short amount of time, you will notice that your listening will improve pretty fast. But still, the easiest way to learn a language: Find someone and just... talk!