How I like to study:
1. read over the material and look up all the words I don't know
Naver's online dictionary makes it easy http://dic.naver.com/ type or copy and paste words in at the very top
2. listen to the audio while following along with the transcript
3. read over the material again
Yeah, looking up the vocabulary is tedious and time consuming but by doing the work myself rather than relying on translation or vocabulary list I learn more and more thoroughly.