Hi there,
I realized that training your hearing is very important, the problem is that I don't know how...
If you have any good exercises plz write them down.
Transcribing and perhaps some "trainer" software.
Just stick with it and you will get better, although it may seem hopeless in the beginning
You can try to spot certain intervals or chord types in songs you know, and from there on you'll be able to identify it a bit better.
you should download the trial for Ear Master Pro 5.0 it's a software that's designed for ear training and aural skills, specifically. my teacher says it's a good software, it's good for both beginners and experienced people in aural skills. here's link: http://www.earmaster.com

good luck.
Look up Bruce Arnold's books on Amazon. They'll get your ear sorted, I guarantee it.