I would recommend that you do this only for 10-15 minutes at a time and then return to the spanish language, otherwise you will begin to feel flooded (inundated) by words you don't understand. Trying to watch a whole programme in a language you don't fully understand can give you a feeling of being defeated, so just 10-15 minutes is enough each day.
Jot down any words which you hear often but don't understand. Don't worry if they are not in the dictionary as many words on english tv can be slang/informal (especially on American tv shows). Ask your teacher about these informal words - keep an eye on the English Language Guide on this site as I'm preparing a section on popular english sayings and slang.
Keep listening and enjoying the experience, and when its not enjoyable then stop and have a break - theres no sense in trying to force a language into your head :)