Part of the reason that French pronunciation and aural comprehension are so difficult is due to liaisons. A liaison is the phenomenon whereby normally silent consonant at the end of a word is pronounced at the beginning of the word that follows it

...Compare

[vous [vu]                vous avez [vu za vay

[ont [o(n)]                     ont-ils [o(n)] teel

[un [uh(n)]          un homme [uh(n) nuhm

[les [lay]                 les amis [lay za mee

In addition, consonants in liaisons sometimes change pronunciation. For example, an S is pronounced like a Z when it is in a liaison

Sound	Letter
[t]	D
[v]	F
[n]	N
[r]	R
[z]	S
[t]	T
[z]	X
[z]	Z

The basic requirement of a liaison is a word that ends in a normally silent consonant followed by a word that begins with a vowel or mute H.This does not mean, however, that all possible liaisons are necessarily pronounced. In fact, the pronunciation (or not) of liaisons is subject to very specific rules, and liaisons are thus divided into three categories

(Required liaisons (Liaisons obligatoires

(Forbidden liaisons (Liaisons interdites

(Optional liaisons (Liaisons facultatives

There is a related phenomenon in French called  Enchaînement. The difference between enchaînement and liaisons is this: liaisons occur when the final consonant is normally silent but is pronounced due to the vowel that follows it (vous vs vous avez), whereas enchaînement occurs when the final consonant is pronounced whether or not a (vowel follows it (pour vs pour elle

Note that enchaînement is simply a phonetic issue, while the pronunciation of liaisons is based on linguistic and stylistic factors

...Compare

[(sept [set]        sept enfants [se ta(n) fa(n

[avec [a vek]                  avec elle [a ve kel

[elle [el]                               elle est [e le

[entre [a(n)tr]           entre eux [a(n) treu

Note that the consonant is not necessarily the last letter of the word, simply the last sound of the word: elle est = [e le]. Also, note that in the last example the consonants t and r are joined, .so they are both tacked on to the word that follows

adapted from: about.com