often my conscious mind would be too active when I started listening to paraliminals and I used to feel what you are discribing. what I noticed was that I was thinking of things that were contradictining my whole purpose of it. And now what I found was that by simply relaxing my mind and let the material sink in without any criticism. This was not hard at all. Simply focus on your breathing, in and out slowly with out any pauses, when you find your mind wondering off, simply bring your attention back to your breathing, after a few weeks you will be doing it on auto pilot, you just need to stick it out for 3 weeks to get your mind into that habbit on focusing and not letting your mind wonder off when you need it to.
Play the cd the same time you start relaxing otherwise you'll fall asleep and forget to play the cd, he he
Dont worry so much about what is being said in the begging of the cd, just focus on your breathing. The aim is to center your attention, your conscious mind so that it does not wonder off and bring up thought thats making you feel the way you are feeling.
Hope my experience helped
Enjoy