I just tested llListen and it worked ok.

Opensim Revision3697 Windlight Client

I had found a strange bug in state_entry() before. If you do not have a semicolon in state_entry() even in a comment then the script would not compile. You get an error cs 1520. I just tested this again and sure enough when I added a commented semicolon to state entry it compiled just fine.

Anyway here is the code with the llListen in state_entry that worked just fine.

default
{
    state_entry()
    {
        llListen(0,"","","");
       
       
    }
    listen(integer chan,string name,key id,string msg)
    {
        llSay(0,"I heard you say " + msg);    
       
    }
}