It's always the same: if you really want to improve your skills in anything you do, you need to practise . When it comes to listening skills in a language, it is not different. My English students always ask me about what they can do in order to improve their listening skills. My suggestions are:
a) Listen to music. A lot! It's very pleasureable and you can do it in your car, while driving to work, in your living room or even while you go for a walk. If you're not at home, it's a good idea to listen to songs whose lyrics you know well. But if you don't know the lyrics, read the lyrics while you are listening to the song. By listening to music you can not only improve your listening skills, but also learn vocabulary and get to know about the latests slang and idiomatic expressions (idioms) that native speakers are using.
b) Watch TV series. Choose your favorite episodes and do like this:
-First, watch it with the subtitles in Portuguese on.
-Then, watch it again with the subtitles in English on.
-Finally, try to watch it without any subtitles. More than once.
It's also a good idea to have a notebook, and write down the words or expressions which you think you'd like to use while speaking. Remember: repetition is important! Watch your favorite episodes more than twice. Three or four times would be OK. Hum... maybe more. Bear in mind that you are learning English, and not just watching your favorite series. If you don't have time to watch the whole episode, choose your favorite scenes.
If you are watching a film - which is longer than a series - do differently: instead of watching the whole film three or four times, choose a single scene that lasts ten to fifteen minutes and proceed as I said. Watching the whole film four times would be boring, tiresome and time-consuming.
c) Read a lot! No, I'm not kidding; reading is essential to improve your listening skills! By reading articles and books in English, you'll be able to learn vocabulary; many people don't have good listening skills because they don't know a lot of words. How can you hear and understand words if you don't know them? Think about it.
d) Don't miss the chance to talk to people in English. Nowadays you have the internet, something that English learners of the past (like me) didn't have. Use it! Find some native speaker friends online and add them to your Skype or Facebook account!
e) Use YouTube. On Youtube, you'll be able to find a lot of interesting videos in English, about a wide range of subjects that might catch your attention and interest. Enjoy them!