Improving Listening Applying the following steps predictably and consistently will help promote your child's positive listening skills.

Keep calm. This is easier said than done. Think about your past teachers, coaches etc. Those whom you respected most in your childhood likely were the ones who had clear rules and were fair and consistent in their enforcement. They likely did not yell, use physical punishment or offer multiple warnings. Why? Because students respected their predictable rules and the consequences they applied in a caring manner. Remember, you can be calm and firm at the same time. And I don’t know about you, but I seem to have more difficulty learning something, or anything for that matter, when someone is yelling at me.
Praise your child when they follow your directions. Positive, appropriate behavior should not be taken for granted. Look frequently for opportunities to praise good listening as well as all other responsible, appropriate behaviors. Children respond better to parents who "teach" them by responding to both positive and negative behavior.
Be specific. Tell your child specifically the behavior you would like to see and your time frame for completing the request. For example, “please pick up your blocks and put them in the plastic container” is much better than “its time to pick up”.
Be direct. Direct requests are more likely to be followed. Avoid asking questions, especially when you are not offering a choice. For example, don’t say, “Can you pick up your toys” (the answer is obviously no) when you mean, “Please pick up your toys”
Provide immediate follow through. As soon as possible, provide praise and/or positive attention (e.g. smile, a gentle touch) when your child does what you ask, as well as a negative consequence (gentle guidance, loss of privileges, time-out) when he or she does not. Young children have a very poor concept of time. The longer you wait to react to their behavior, the less effective it will be. In fact, if you wait too long, your child may wonder what you are talking about. Responding immediately will help your child associate their following directions with your positive attention or their poor listening with a negative consequence.
Consider a time-out. If your child is being very resistant or aggressive, placing him in time-out may allow for time to calm down, and to think about the choices he has (only one actually, but don’t tell him that). A time-out should be brief —a few minutes—with the child then being expected to go directly from time-out to the task. Refusal to complete the task results in a return to the time-out, followed by a return to the requested task, and vice versa, until the task is completed.

Source: www.parenting.org excerpt from an article written by: Thomas M. Reimers, Ph.D.?Boys Town Behavioral Pediatrics & Family Services Clinic