One of the problems I have with listening exercises, is that the students often react to them as if they are a test. I want students to engage with listening tasks as an integral part of language learning and this is a method that worked successfully. Give each student a mini whiteboard (or scrap paper). For each item of the listening, they draw a picture to represent it. In the example below, the students were listening to people describing their holidays: where they stayed, what they did, what the weather was like. My students equate drawing picture with fun, making listening less threatening!