Their eyes glaze over, they say "mhmm... yeah" and seem to be looking at something next to you. Sometimes they don't even respond to you at all.
Here's why: they don't care about what's going on in your life (or your opinion on something) at all.
It's simple, but huge. Don't talk about yourself in conversation. If they ask, be brief. Get excited (or at least pretend to get excited) about what's happening in their lives. Start talking to a person about themselves and you'd be amazed how quickly they open up.