Choose a film with familiar and simple content. Children or family films may have clearer pronunciation with simple vocabulary. Films that you have watched in your native language may also be easier for you to comprehend. Avoid action films with loud noises and crashes that might distract your focus. If there is a script available for the movie you choose, or if the movie is based on a book, try to obtain that also. Read reviews about the movie, and try to predict the plot so that its easier to follow.
Watch the film in your native language with the English subtitles on. Pause and rewind to review words or phrases. Keep a dictionary nearby. Write down words or phrases you don't understand, and look them up. Guess what speakers are saying based on their intonations and body language. Practice the words and phrases out loud. Write down a summary of the movie, and share it with an English speaking friend. See if you have the content correct.
Watch the same film with English dubbed over and subtitles on. See if you can focus on the English sound with less attention to the subtitles, but go back and forth between the two as needed. Watch the film multiple times until you are comfortable with the content, have mastered the grammar and increased your vocabulary.
Try a new film, and repeat these steps. Build up your personal learning library of English-language films, supporting scripts and books. Classify the movies by regions since they may use actors with different accents, for example American, British or Australian.