Jot down things that are on your mind before you study, then set this list to the side. Add to it anything that distracts you as you are studying. Take care of the list later.
Study at the same time each day. A regular schedule can help you know that this is "study time". Set a timer for an hour, don't allow yourself to stop studying until it goes off.
Make sure you have everything that you need before you start studying.
Make sure your environment is conducive to studying, no TV, no telephone, no roommate, no boyfriend/girlfriend.
Make studying active, take notes and make review sheets. Intersperse different kinds of study into one session, reading, writing, taking notes, memorizing, etc.
When you catch yourself not concentrating, make a mark on a sheet of paper. At the end of the session count them up. Make it your goal to have fewer next time.
Figure out how what you are studying is relevant to your life. Draw connections between things you already know.
Insure that you are sleeping enough, eating well, and getting regular exercise. Your mind will be more alert, and you will be less likely to fall asleep or daydream.
Take breaks. A 10 minute break for every 50 minutes of study is a good guideline.
Study in an area away from distractions such as a library, study lounge, or an empty classroom.
Set goals for your session that are realistic (number of problems to solve, pages to read, etc.) When you have met one of your study goals, reward yourself with a short break. Then, return to your study area.