Look them up in the dictionary and write them down, complete with meaning: the act of writing helps to consolidate the knowledge in your mind.
Select four or five of the words and introduce them into conversation at least three times each during the next week.
Okay, I'm such a geek, but your method really works. I have a small notepad I carry around for this purpose (among others). I used to get a lot of weird stares from people for showing off on the vocabulary sometimes, but eventually many of the words you learn will become natural to you. It sounds geeky and it is, but it works very well. One slightly embarrassing thing is that when other people have seen my list, they usually say something like "You don't know what a 'parricide' is?" And I have to say, "Well, I thought it was a verb, but so and so used it like a noun and I'm just guessing, but I really just want to look it up to make sure ... but ... no ... I guess I didn't know."
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