There is, in fact, a right and wrong way to listen to a sermon. James 1:21-25 describes two groups of people: the blessed and the deceived.
A deceived church-goer is the one who hears the scripture, but never acts on it. They are a hearer, but not a doer of the word. Consequently, they receive no blessing.
The blessed church-goer is the one takes God's word seriously, not casually. Here are seven imperatives for being blessed by your pastor's sermon.
You must be clean. "Lay aside all filthiness and overflow of wickedness."
You need to be teachable. When it comes to God's word, "receive [it] with meekness." The idea of meekness in the first-century was used to describe powerful horses brought under the control of their master. In other words, don't argue with God's word, yield to it.
You should receive God's word deeply into your heart. James describes it as "the implanted word." Think of seeds placed in the earth, not sprinkled on top of the ground. Thus, we are to receive God's word deep into our heart, our mind, our memory, our conscience, into the very essence of our soul.
You must stop and investigate God's word. James says he who is blessed by God's word "looks into [it]." This is the same Greek word used in Luke 24:12 to describe Peter coming to the empty tomb, "stooping and looking in." In the same way friend, if you want to truly be blessed by God's word, slow down, quit speed-reading the Bible. Take a deep inquistive look at what God says in his word.
You need to live in God's word. James says the blessed one "continues in it." Stay in the word, go back to it often. Read it daily. Persevere in it.
You must remember God's teachings. Don't be a "forgetful hearer." Take some notes, put something in your journal. Memorize key verses. Meditate on what God says.
You need to obey God's word. When it says God's word is able to save your soul think sanctification, not just justification. God's word lived out will help you overcome sin on a daily basis. You will walk in victory. James says, "[the obedient] one will be blessed in what he does."
Take it seriously when your pastor shares God's word. Use the above imperatives from James and be a blessed hearer.