Ok, I'm gay I've noticed that men and women tend to respond very differently re: the listening issue.
Specifically, women tend to want sympathy much more than a direct response. Look into her eyes while she's talking to you and keep quiet. Let her talk it all out, and just acknowledge that you've heard what she said. Don't give advice or anything that could be construed as an order. If you need to, reiterate back to her what she's saying to you when she's done, to make sure you're understanding her and that you're on the same page.
If you're talking about interpersonal problems in your relationship, ask her what she thinks the solution is. Basically, work it out, but try to be more receptive, reciprocal, and passive.
I'd suggest you google, "active listening techniques." Good luck.