One trick I've used for attentive listening is to ask appropriate questions during the conversation. The key is to not ask questions that will send the other person off on a tangent... but asking appropriate questions forces the brain to focus on what the other person is saying. Also, if the brain thinks of something to ask, sometimes one becomes distracted from what the other person is saying because he or she is thinking about the question he or she is waiting to ask.... so try not to wait.
Interestingly, I saw something 20/20 some years ago about how women's brains are more capable of actively listening to more than one thing (or remembering a question without losing what the other person is saying) than men.
