Use mental "hooks". These are little drawings you make in your mind to hang the new word somewhere in your mind where it will stick. For example, if you were to learn the spanish word embarazada (pregnant), you might think of a woman which is embarassed by her protruding belly as she walks the streets. Or to learn russian for often, tchyasta, you might feature a young lady who when asked if she is chast, answers, tchyasta.

Sometimes you just can't remember words until you make such a figure, and then you can't forget them. The beautiful thing is that after some time you forget the figure (the hook), but the word stays.