* The place where you study should be quiet, comfortable and free from distractions. Go to your room, close the door and kill as many distractions as possible - like music, television, and even the internet and your phone. If you don't have your own room that you can sneak away to, consider studying at the library instead.
* Your brain can only take so much hard work at one time. For every hour that you study, take about 15 minutes to do something mindless, like taking a walk, listening to music or playing a computer game. (You can even take a 15-minute nap, if you're confident you can wake yourself up at the end of it.) It'll keep your stress level down and give your brain a chance to let all that information sink in.