Set yourself a period of time to study a piece of text, such as a journal article. Focus all your attention on the task at hand, for that time. Turn off your computer so you are not tempted to check your email and avoid all other disturbances. It is better to do this for a relatively short time than fool yourself that you are spending hours studying, when your mind is partly elsewhere. Approach the text with questions in your mind that you want answered; this helps to engage your mind.
Look in the text for the intent of the author and for his point of view. You may find, for instance, that he is focused on refuting another person's theory. Apply your own critical skills as to how this may color his views. Read the text through in a fairly cursory way. Return to it, prepared to spend more time on teasing out the key points.
Use a highlighter pen, or if you are reading a book, a pen and paper. Highlight or underline key points. Do not highlight too much. Writing notes on what you are reading can help you retain knowledge. Continue to ask questions, seeking answers in the text. Make connections between this material and similar or opposing views you have already read. Develop your awareness of a writer's particular stance; the paper may have been witten from a feminist perspective, for instance.