Learning vocabulary is, for me at least, a tough job. Many students use flashcards, which work very well, but which eventually present a management problem. Which words have really been learned, which words are "sort of" learned, and how do we deal with that? Not only that, but what is the optimum time for reviewing a given flashcard or vocabulary item?
Computer software to the rescue!! A good answer for today lies in spaced repetition software, which is basically an automated and vastly improved flashcard system. For an overview, see http://en.wikipedia.org/wiki/Spaced_repetition. As you will probably learn there, we currently have two free programs which are very popular, mnemosyne and Anki.
I strongly suggest that you give them a try. They are free, and they both do an excellent job.
One final tip: create your own flashcards within these programs. Only you know the words you want to learn, and how you want to learn them.