When listening to records, there's nothing wrong with using "the installment plan." However, it's also very possible to extend your listening attention.
First, make yourself comfortable. Lying in bed with headphones is ideal; so is a good recliner or rocking chair. Office chairs that enforce straight postures may be all right, but not ideal.
Second, make sure you're not so tired you tend to fall asleep. This requires planning. Approach a listening session almost as if it were a night out; mark it down on your calendar if you need to for longer pieces.
Third, don't plan on doing anything else while you're listening. Don't put clothes in the washer and expect to remember to take them out (unless the work is shorter than your wash cycle); don't do homework or housework; don't engage in conversation or other activity with your significant other. If you do, the music becomes background music, and that can be deadly when it's a late-Romantic or modern masterpiece.
Fourth, if you've been having trouble, don't expect immediate results. As with learning an instrument, this needs extended focus, of the sort you use when meditating or doing yoga. That's a very different state of being than our common state of being distracted by ten things or people screaming for our attention.

But the long-term results are definitely worth it, and can be transferred to other very worthwhile activities--including "activities with your significant other."
