There is a big difference between learning an educational item and, "My main problem is trying to get her to listen to me when I instruct her to clean her room, or pick up her toys from the living room." One thing is more of a change in behavior, while the other is educational and their are a host of factors that figure in.
Since you main emphasis seems to be on the behavioral - You might want to get "SOS Help for Parents," by Lynn Clark. It gives a very good method for changing behavior using the timeout system. It may be that you are not quite using the timeout system correctly or are expecting results sooner than you should.
There is a wonderful set of books aimed at the 4-7 year old crowd. They are very colorful and meant to be read out loud to the kids. The series is called the "Learning to get along" series. An example of a good one is the "Know and follow rules". More can be found here - http://www.amazon.com/Follow-Rules-Cheri-Meiners-M-Ed/dp/1575421305/ref=pd_sim_b_3. Hope this helps.
Does she have any behavioural issues? My stepdaughter is the same and is very inattentive, or she'll say dad, dad, dad,dad.. constantly asks questions and them doesn't listen to the answer over and over.. she is the same as your daughter, doesnt hear tasks or complete them.. she is underacheiving at school, refuses to to exams etc. She is 9 and school have mentioned adhd, as it presents different in girls. I'm not saying this is the case for you.. does she hear things she wants to hear? We've tested her hearing aswell x
I doubt if you are doing anything wrong. Some people learn easily; others find learning more difficult. I wonder if your daughter is unable to do many of the things that are being asked of her. Many children can count to 10, recite their ABC's and even print their name by three years of age. So, I suspect some of the work at school is just too difficult for your daughter at this point in time and that is why you are seeing her frustrating behaviour. She will learn but it may be at a slower pace than most of her classmates. Your daughter's teacher has said that she is "progressing slowly" which indicates this may be the issue. We all have different gifts - some in athletics, some in music, some in art, some in leadership, some in social situations, and some in a learning environment. This is what makes the world interesting. I wish you the best ...