Hello Álvaro. CAE listenings are never easy. It's not just about hearing the words... it's about familiarity with the CAE exam. Apart from general advice such as ... listen to the BBC, talk to English speakers with different accents (Scottish, Canadian, New Zealand, Nigerian, etc) I think you need to study the exam questions themselves. It's all about technique. Exam technique. The examiners want you to jump through a particular set of hoops! I'm afraid it takes time, and it will always be difficult. Even for native-speakers it demands CONCENTRATION on the task. I suggest READING the questions, having a good GUESS at what might be coming, HIGHLIGHTING the key words, and then listening with your eyes scanning those key words. First time round get the gist, pencil in your answers. Second time round check and confirm, or alter. The good thing about CAE is that you get to hear it all twice. Part Four is usually particularly hard as you are listening for two things at once. HIGHLIGHT key words before it starts, pencil in some more key words as you listen. Second time confirm your ideas. THE OTHER THING IS TO HAVE A WIDE KNOWLEDGE OF VOCABULARY. Many students simply do not know enough words! They get the wrong end of the stick! (Do you know this expression?) Therefore one of the best ways to achieve in a LISTENING is TO READ widely! If you really know your vocab/idioms you will not trip up over those distractors!