There is absolutely no harm in listening to the Qur’ān on a walkman in
order to learn it. In fact, this seems to be a good use of time.
In all probability, it must have been the following verse
which the speaker you heard was referring to:
When the Qur’ān is read, listen to it with attention,
and hold your peace: that you may receive mercy. (7:204)
I am afraid I do not agree with its interpretation. It has a
specific background and cannot be related to your situation. I’ll try to briefly
explain the context to you. We know from the Qur’ān that the disbelievers
would express their enmity for the Qur’ān in various ways. One of these
ways was that they would make noises and sounds when the Qur’ān was
recited to them so that they were not able to receive its message. This escapist
attitude is referred to in the following verse:
The disbelievers say: Give no heed to the Qur’ān:
Interrupt its reading with clamor and uproar that you may prevail. (41:26)
Now if the context of 7:204 is carefully analysed, it comes
to light that it is these disbelievers who are addressed in it and admonished
for this unbecoming behaviour. They are told that they must at least listen to
the Qur’ān -- for this might open their hearts to it and in this way they
might benefit from the mercy of God.
It is evident from this analysis that this verse has a
specific background; it is not addressed to Muslims at all; rather it addresses
certain factions of disbelievers of the times of the Prophet (sws) and chides
them on a prank they were indulging in to evade the calls of the Qur’ān.