Learn to listen and comprehend English by playing the CD over and over again until you believe you comprehend what the speaker is saying. Constant immersion to spoken English can increase your listening skills on its own; however, you can further your study by having a study partner listen with you. Some English language CDs come with books of comprehension questions and answers that can help you check for understanding on your own. According to Perfect-English-Grammar.com, you can also apply this method to English music CDs by listening to a song with the lyrics in front of you so that you can check your understanding of the song.
Learn to speak English by listening to the words on CD and mimicking them to the best of your ability. Using a tape recorder or computer with an audio recording program, record yourself saying the English words, then play them immediately after listening to the speaker on the CD. Determine where your pronunciation differs from the speaker and try again, attempting to correct those differences. Do this until you sound like the speaker on the CD.
Learn to read English by listening to your CD while reading the words that the speaker is saying in the companion booklet, if one comes with the CD, or lyrics sheet, if you are listening to music. Focus on a small section at a time, becoming familiar with the meanings and spellings of the words you don't understand by using an English dictionary. Listen to a particular section of the CD until you believe you can read all of the words in that particular section.
Learn to write English by practicing writing the words you hear on the CD. This will not only help you practice the conventions of spelling and punctuation, but it will also help your listening ability, as you may identify two or more sounds that you easily confuse. If a companion booklet is available, check the written sentences against the punctuation and spelling in the book. If one is not available, ask a study partner or instructor to correct them for you.