Friendship redoubleth joys and cutteth griefs in halves. For there is no man that imparteth his joys to his friend, but he joyeth the more; and no man that imparteth his griefs to his friend, but he grieveth the less.
-- FRANCIS BACON
You will notice that good, active listeners always make little noises like "Uh-huh," "Aah," "Mmhmm," or other assorted sounds. These are what we like to call "vocal reassurances." They are clear indicators of someone who is paying close attention. They are easily identified and much appreciated by the speaker. They increase your charm quotient.
Make reassuring sounds each time you listen to another person. Allow your instincts to guide you as to when to use them.
Combine your vocal reassurances with good eye contact and head nodding. Together, these signals tell a speaker that you are paying attention and thinking about what she is saying. If the other person starts to become more intense or excited, make your vocal reassurances a little louder to reflect the degree of your interest.