Understand your problem specifically. Clearly and succinctly explain the problem. The last thing you want is to deepen your confusion by listening to a professor explain something that has nothing to do with your problem, so make sure you can explain what's going on in a reasonable way.
Take advantage of office hours. Most professors are required by the college or university to hold office hours. Office hours are time during the week when a professor is in his office and willing to receive students who are having problems with the material or just want to discuss the class. Find out when your professor's office hours are and make good use of them.
Make an appointment. Professors understand that not all students can make it to office hours and that some students feel bashful speaking about a problem when there's a chance that other students might interrupt. Approach your professor after class or send her an email asking for an appointment. You can give a preliminary reason for the appointment or explain that it's personal.
Persevere with the professor. Professors, like other people, have different personal styles and habits. Some are more approachable than others. If your professor reacts in a way you didn't expect, don't throw your hands in the air and give up. Speak with the professor one more time or ask the professor for a referral to someone else who might help. If all else fails, speak to the department head and ask for help resolving your problem.