One of the most time-tested techniques for learning any new subject is to make flashcards. In this case, write something in a foreign language on one side and write its English translation on the other. When you're trying to learn a new language, consider thinking in phrases, not words. It's easier to remember the word for "train station" when you think of it in the context in which you normally use it: "Where is the train station?" or "How do I get to the train station?"
Another way to learn a foreign language is to take in pop culture. For instance, consider watching movies, rereading your favorite book or listening to pop music hits sung in the language you're trying to learn. Books and movies that you already know can provide useful context for words you don't understand at first, and foreign music exposes you to typical uses of the language, as well as slang or colloquial phrases that can help bring the language to life.
Even if you're traveling abroad with a specific purpose -- for example, if you're traveling on business -- you can make learning the language easier by studying topics you find interesting. If you love reading about archaeology, look for science magazines written in the language you're learning. You might learn something new, or you might find a foreign-language article on a subject you're already familiar with, which makes learning the new words simpler.
Remember that language is not just a list of phrases; it is bound by a set of rules known as grammar. Grammar may not have been your favorite subject in school, but it can be helpful now when you want to understand how words are put together in another language. Imagine how much more difficult English would be to learn if you thought that "walk," "walks," "walked," and "walking" were all separate words rather than just different forms of the verb "to walk." Avoid such pitfalls by making sure you fully understand the rules of the language you're learning.