You should watch French movies! That's the best way to train your ear. You can also listen to audiobooks (there is a lot of free material on the internet) while you're in the train. Also, you can watch French TV online (for example, TF1.fr is a very popular channel with news, shows, music and documentaries).

I concur with Bretteur. However, I'd say that what you need is not really listening but speaking with someone who can give you feedback. A language partner or teacher IRL is probably the best bet, because you can see how the person places his tongue etc. to make the sounds that cause you problems. Maybe there are YouTube videos about French pronounciation if the first solution is not feasable. Good luck!

As a French, I advise you against learning French with tf1. It's not a very good channel (I am probably too demanding). You can see France24 (international channel, in French and in English). If you want the best channel for quality of information and good documentaries, I advise you to see arte channel, with the VOD site arte+7 (if it works for strangers IP)