How can we better recollect what we hear in classes?

From: Trivikrama Das

When  I do so much hearing of lectures from teachers, I often find that I cannot recollect all that has been heard by me. (infact many things). How to best engage in the hearing process so that it can be recollected and reproduced at all times. Does it mean that so  much hearing is of no use? Can you recommend a hearing process that can best benefit the student?