How many are you trying to learn? Don't try to learn huge lists of words- it's very difficult for most people. Try to learn a few words and then practise using them. If you don't use a word, it's easy to forget it. Recycle the words over a period of days and that way they'll sink into long term memory. When you try to learn a lot of words in a short period of time, they tend to go into short term memory, so they are quickly forgotten.