I've done the hypnobirthing classes, and I think I have a different CD to you. I've got one called Colours and Calmness and in our class we were told to listen to the CD in bed just before going to sleep, and I always fall asleep listening to it. In the class my OH was given relaxation scripts that he has to read to me and we have to practice them together to help get me into a state of deep relaxation. I pointed out to our teacher that I often found my mind wandering and it felt like it wasn't working. Her reply was exactly the point Sarah13 made about it going into your subconcious. The aim of the CDs and relaxation scripts is to access your subconcious, not your concious mind, so it's OK for your mind to wander a little. If you are feeling calm and relaxed when listening to the CD then the stuff you need to know is probably going in, and your subconcious should kick in when you need it.
In terms of the breathing though, you can improve this with practice. I have to practice breathing in to the count of 20 and out to the count of 20 (fast count, not seconds). I couldn't get anywhere near this when we first started, but with just a few days of practice I can do it really easily. You just need to train your body and lungs to be able to do it. As for breathing through the nose, like others have said it's desirable, but not essential. I find that I'm really struggling with my sinuses and they are often so blocked I physicaly can't breathe deeply through my nose. The midwife who took our classes said this was fine and breathing through the mouth would be OK. The most important thing is to breathe deeply and in a focused way. So either up breathing during surges or down breathing when it's time to meet the baby.
So even if things feel like they are not working, keep at it, keep practicing and they should all get easier and should just kick in when you need them the most.
Good luck.
xx
