In addition to J. Siebeneichler's answer, using the language yourself is often a good way to solidify things in your brain.
One way you can do that is to try to blog at a site like lang-8 where native speakers of the language can tell you the things you do wrong with the language, and suggest ways of rewording things.
This won't work instantly, but if you gain experience using the language to actually express yourself, vocabulary will be easier to recall!
Also, flash card programs such as Anki ask you to rate how easy or hard it was to recall the vocabulary you study. And based on your answers, it reorders the cards and changes how often you see them to maximize how much you can retain through rote memorization. This is called "spaced repetition", and depending on how you learn, it can work miracles with your memory.
On top of that, if you find certain words to be particularly difficult to recall, practice saying them. One way to do this is to find sentences that use these words, and then ask someone on something like RhinoSpike to record it for you, then add that to your Anki decks. Whenever you come to that card, practice saying it, and focus on the tiniest details of how your speech differs from the native speaker.
The idea here is that making the subject of your learning something that you want to remember is a very effective way of doing that.