Like Constant I have not noticed any retention problems at increased playback speeds.
To increase the speed at which you comprehend I recommend using a program that can increment the speed by 10% at a time that way you can ease your way to 2-4 times speed.
Have you ever thought “I’d love to read Harry Potter and the Methods of Rationality, but I just don’t have the spare time. I wish it was available in audio format.” Fret no more! I present to you the HPMoR Podcast! First chapter out now, and another one added every Wednesday.
http://itunes.apple.com/us/podcast/harry-potter-methods-rationality/id431784580