Hearing is when the sound is picked up by your ears. "I heard a loud noise! It scared me." (You were not listening for the loud noise, but you heard it) Listening is when you are trying to look for a sound. "I was listening to the radio, but I could not hear it because it was too quiet."

Listen is an active process that involves some understanding - I am listening to the radio Where as hear, is just the physical process of perceiving sound I hear the radio - I may or may not be listening, I just hear the sound of the radio

Thank you. Peachey

Grammatically, "hear" is a transitive verb and needs an object. What did you hear? No preposition needed. However, "Listen" is intransitive. If you add an object, you need a preposition. What did you listen to? Notice how this works in Brian and Cyris' answers.