Take complete notes. If you have trouble keeping up, tape my lectures. People who are good at auditory learning may especially need to tape the lectures. Visual learners should also pay particular attention to over heads and diagrams used in lecture and lab.
Review notes regularly.
Taking and reviewing notes helps you to begin learning the material. It also allows plenty of time for you to ask for clarifications, if needed. Auditory learners often benefit from orally reviewing the material with a study partner. Use the text to re-enforce the material I have actually covered in lecture. Answer the questions assigned at the end of each chapter.