Question:
I am in trouble to hear the native speakers conversation. I think it is so difficult to understand. If it is possible could you advise something about this?For example why can't I catch their conversation? How can I improve my ability?

I think the toughest thing about listening in English conversations is the "shrinking and linking". In other words, the way that native English speakers stress some sounds and reduce (shrink) the others.

Only one syllable in each word is stressed. And only some words in each sentence are stressed. The other sounds shrink; they sound very different from what you expect. For example, "What do you think you are going to do tonight?" sounds like "Whadyathinkyagonnadot'night"
The sounds in bold are stressed; the other sounds shrink (so 'going to' sounds like 'gonna' and 'tonight' sounds like 't'night').

But the shrinking of sounds is not the only problem. The other problem is the linking of words. Instead of hearing 'What do you...' you hear 'Whadya' The words run together, so often a sentence containing 10 words sounds like just 3 or 4 words (like in the example above).

Of course, some people talk especially fast, speak with different accents, and use lots of idioms or slang. But I think "shrinking and linking" causes the most difficulty for listeners. What can you do?

One thing is to become aware of how native English speakers stress and reduce sounds. Watch a a scene from a favorite DVD and do dictation. Compare what you wrote down to the subtitles. Then watch with the subtitles and try to notice how the sounds match the words. Try to notice which words and sounds are stressed. Then shadow the actors: speak out lound, trying to sound like them. In this way, you'll begin to teach your mouth and your brain to recognize the natural rhythms of English in the future.