Hello Annie:
I agree with the advice given by KevCT, and I'd just like to add a few things to it.
Once you've clarified your purpose for listening (according to the directions in the booklets), all you really need to do is be an attentive listener/participant for about 4 minutes, and after that, regardless where your mind wanders to, the Paraliminals will guide your "inner mind" where it needs to go. Sometimes I have found my mind wandering, but paying closer attention, I've found what it is doing is showing me things I need to pay attention to with regard to whatever CD I'm listening to - much the same way that the Holosync brings up stuff out of the sub-conscious for us to look at.
I have found using the "attention to breath" meditation in conjunction particularly with the Holosync, but also during the deeper session part in the Paraliminals where Paul is speaking two separate parts, has been extremely helpful - it keeps me focused enough that I "hear" both parts, not necessarily following either, knowing that the re-framing process is still going on under that mind flow. If my mind wanders, and I catch it, I just release the thought and move back to observing my breath. Like KevCT says, don't beat yourself up about getting off track - that's defeating the purpose of the listening session.
A third thing to note also, and Bill Harris approaches this in his Holosync materials, is that our current programming has been put in place to "protect us", and it will do almost anything to keep us in the current state, including throwing us off track when we attempt to reprogram for something better. It's sometimes like an unruly child, and since you're the adult in this situation, you simply let the child know that it's loved, but now it's time for it to learn new things, and it's time for it to pay attention to what you're showing it.
Hope this helps.
Cheers!
Unis 
