How do you 'listen' to new music?

Coming new to classical and jazz music (many years ago) I was overwhelmed. I'd sit and listen and except for the simplist of pieces, full of melody, I just didn't get it. I found it necessary to devote a lot of time and effort to get to an appreciation of the music. Too much like work!

Some where along the line I decided not to work so hard. I'd buy a piece and just let it play as I did other things (as I am doing now) and letting myself become accoustomed to it. When I finally no longer found it indecipherable, and was finding it pleasant/comprehensible, I would then sit and really listen to it. If after playing it a few times it still didn't do anything for me, I'd put it away for a few years and then drag it back out.

Is this pecular to me? How have others made the cross over into jazz and classical music?