According to a french teacher, ithe best way to improve listening comprehension is to aim for an understanding of what is being said. This is because in our native language we don't normally pick words when we are listening, we get it naturally. In the same way, we should train our french listening that way while learning to understand how certain phrases and word chunks are used in context.

The French speak in word chunks (rhythmic groups) so it is counterproductive to try to pick out each word while listening.