For not advanced level:
1) read a list of the new words with their meanings
2) hear the words one by one but in a different order, and try to recognize them
3) hear sentences related to these words, eventually with the full text
in your mother language
This exercise needs someone speaking to you.
Something else:
hear songs and follow the lyrics
For an advanced level:
movies with subtitles in Italian or (harder) in your language