Feed back the essence of what you think the other person said. What I said was. . . There will be no doubt when you get it right. If you don't understand the message, be persistent. Ask the person to please repeat what he said and paraphrase it again.
Effective communication involves a feedback loop.
This is not a time to stop the other person by talking on and on about what you think you heard. Listen beyond words. Be aware of nonverbal messages and behavior. You may notice and comment that the speaker's body language is screaming the exact opposite of her words. Take care of yourself.