hacer caso vs prestar atención
Hacer caso y prestar atención both mean "to pay attention to..." So, when would one use one phrase as opposed to the other?
When you "pay attention" (prestar atención) you ensure that you hear what is being said ("you lend your ears"). When you "heed what someone says" (hacer caso) you actually behave in accordance with what he says/said ("you take his advice").
In my opinion, this is one of those instances in which either usage would convey proper meaning. As in English, there are many ways of saying the same thing. I would certainly accept a correction on this, however.