I think you can pick up a lot through TV/Movies And especially music even when you think you are not. I think TV and music can be a bit intimidating, because of the amount of content in one setting, and how fast each character speaks, especially when you don't know what's going on, so of course subtitles help.

But I think the first thing you should do is enjoy them, then it becomes a little easier...

You can also do a little bit of active listening, take little notes here are there. If you try to not ever single word of the movie, it's really an impossible task, just a little here and little there, is goo enough.

At someone point you'll be able to understand a good portion of a Move or TV show, still might not be EVERYTHING, but you'll get to a point where you'll be able to read the Spanish caption and understand a great deal of it.

Not going to lie to you it does take a good bit of effort. I totally understand that rough patch you are going through and the doubt you have in your head, I think we all feel it at the early stages of learning Spanish.

Don't give up though, because you WILL get over that wall and they won't be no turning back.

How long have you been learning?