The second one is correct. The only way I can explain is to say that it's smoother when you say it. I guess I can add that you are speaking in present tense so you need to add the "ing" ending.

"I have no problems understanding native speakers conversations." This is correct. You'll understand this better when your level of English improves, but for now you just have to accept it. Why just accept it? Well, "understanding" not a gerund for a start. When you understand that you can proceed.

After 'have problems' you need the 'ing form or gerund, not the infinitive. There is no reason why - it just is.

it should be in present tense... because its general fact about yourself, and at the time understand is a mixed verb... hmm,, I don't have any problem understanding native speakers