The famous jazz pianist, Teddy Wilson, used this technique as a young boy to pick out fast runs by ear.

Although this kind of ear training is vital to the learning process, it is no longer this easy because music is mostly distributed on CD now.

However, with a little bit of tech savvy you can still accomplish something similar. Use CD ripper software to get a track or part of a track from the CD. Next, use a digital audio editing program to slow down the clip. Be sure to use an algorithm that preserves the pitch while changing the speed. Most modern editing software should have something like this (even Windows Sound Recorder has this capability).