How to improve Listening skill?

In the listening tests of TOEFL or IELTS, lectures are actually the most difficult. How can we get high mark on this part? As far as I'm concerned, the only way is to practise listening a lot. Although this is difficult in the test, it's the necessary skill for you be in university studying.
I would like to share this website which contain alot of monologue lectures. Moreover, it contains subtitle in English. Thus, it is really helpful

http://www.ted.com/

thanks for share.