Understand that the cognitive exam is computer based and uses a method called Computer Adaptive Testing to produce questions. This means that each exam is different in the level of questions that are asked to each candidate. Depending on your background, the test will be tailored to what is expected you should know. Once you are writing the test, the computer adapts to your knowlege. If you get a question wrong the next question will be easier. This allows for a fair assessment of all your knowledge, and gives the Registry a good idea of your overall competency.
Combine the study of the practical with the cognitive. When you are doing practical work in the classroom on onsite, talk through what you are doing. Make sure you are using the correct terminology.
Study in groups. It will help you focus and make you feel like you aren't alone. Quizz each other and use flashcards.
Attend the classes and participate. Ask questions, and be a willing volunteer for demonstrations.
Talk the talk. Don't be shy to use the new terms you are learning. The exam uses terminology and if you don't understand the question, it's hard to know the answer.
Practice the practical. When you get it perfect, don't stop practicing. Scene survey, primary survey, blood pressure, heart rate, cervical collar application should all be procedures you know without hesitation.
Review the prerequisite material. You still need to know BLS!
Use study guides such as Kaplan's EMT-Basic and Brady's EMT-B National Standards Self Test. These are a great way to become familiar with the style of multiple choice question you will find on the exam. Kaplan's even guarantees a passing score.