To have your child hear you you need to have their attention. In order to have their attention you need to be in control of as many of their senses as possible, sight being the most powerful.

When we want to be certain that our children are paying attention and listening, we have them stop what they are doing and look at our faces (look into my eyes) as we speak.

That gives them time to detach from the activity they are currently in and guarantees that there is no excuse for not hearing what is being said to them.

Also having them repeat things back at help to ingrain what you are saying.

Remember, when they do the same thing over and over, despite being told not to. They aren't failing to listen, they are likely to be testing that your rules are always consistent.