There are two directions to approach question from because you're wanting to work on two language skills: improving your listening and engaging with classic literature.
Firstly, to help with listening, I'd recommend that you get hold of a copy of the text you are listening to so you can read along at the same time. This helps you to recognise the words you're hearing, to identify words within phrases and to find words you need to look up. This isn't a cheat: it's a stepping stone to listening without a text. Once you've read a chapter or a whole book, I'd recommend listening to it again without the text, and only check the text if you can't follow something.
If you're just getting started with reading classic English literature, I'd begin with 20th century writers who write in standard English. You might like to try George Orwell, Ernest Hemingway or Virginia Woolf (I'd avoid James Joyce whose language can be very difficult). Writers from the 19th century and earlier can be harder to understand because of old-fashioned grammar and archaic vocabulary.
There are some good quality classic audiobooks for free here -- http://www.openculture.com/freeaudiobooks -- and also recorded by volunteers on LibriVox. I'd start out with free audiobooks so you can try out a few before finding one you like. The key to improving your skills is to find material that interests and excites you which will motivate you to keep going even if it's pushing your language skills.
Another thing I've found useful is reading books you've already read in your native language (or maybe you've seen a film adaptation). This familiarity with characters, stories and ideas can help you make sense of unknown vocabulary. The link above includes some Tolstoy which you might already know in Russian.
I hope this helps. Good luck and happy reading!