Try listening (you might need some good speakers or a nice amp) in the shower, or somewhere else where your mind won't be multitasking so hard.

I used to listen to [a book written by Milkshake Duck before 'the incident'] for a half hour or so as I got ready for bed and then another half hour while I was lying in bed. I felt that really helped me wind down.

If none of that works, maybe audiobooks aren't for you. In which case, you can STILL enjoy audiobooks, you'll just want to pick books you already know. I enjoyed reading Moby Dick, but now I just listen to the audiobook every few years; it's great, and if I miss some due to a wandering mind, that's fine.