Either, as suggested above, using it, or if you're unable for some reason then I'd recommend downloading the application "Quizlet"! Any new vocab you hear you can put into a set - you can write down the english word then the meaning in your own language and then you can test yourself using the "learn" button, which will test you on the words in different ways such as true or false, memory and matching!!

Write, write, write. The best way to remember new vocabulary is to use it, and the best way to start using it is to write with it. You can also speak, but that requires more practice, because speaking has to be faster. I always get my students to write. That tends to be the objective of each lesson. If you know how to use something in writing, you've successfully learned it. It's also the method I use when learning a language myself. I'm learning Spanish right now, and I try to get some writing done each day, even if it's just a few sentences. Writing also has the benefit of giving you the ability to get corrections from others and therefore seeing the words used properly in context. Seeing the words in context is entirely different from learning a bunch of random words. It's a lot more useful. Plus, context helps you remember words better.

Everything mentioned in this thread can be useful, however, not everything works for everybody. Each person learns differently and has one or more strength that can be used to help them learn better and faster. The three main learning modalities are visual (eyes), auditory (ears), and kinesthetic (movement/doing). For example, visual learners learn best by reading, watching movies, looking at photos and other graphics, etc. Auditory learners do well with listening tasks, hearing a lecture, or listening to audio or video clips. Students with a strong kinesthetic sense learn best by doing and manipulating physical objects like flashcards and other props, and by writing. If you're not sure how you learn best, you can find out by taking a simple test like this one: http://www.stetson.edu/administration/academic-success/media/Learning%20Style%20Questionnaire.docx

I have made a personal dictionary, writing many stranger words. Read it again once a month. Every month.

Watching movies or reading books