1. Get set with a pen, notebook (or a word editor) and a dictionary.
2. Choose a scene, no longer than five minutes.
3. Watch the scene in English, without subtitles. Try to write down the words and expressions that you understood.
4. Watch this scene in English, without subtitles, again. Write a little paragraph (in English or your mother tongue) about what's happening.
5. Now watch the scene with the subtitles in your language. Compare the scene script with the words and the paragraph you wrote down.
6. Watch the scene in English, without subtitles, a third time. Try to write down more words and expressions that you understand. You can stop as often as you wish.
7. Now watch the scene with subtitles in English without pausing the video. Try to add more word sand expressions to your list. Up to this point, don't use your dictionary.
8. Watch the scene again with the subtitles in English and pause to add new words and expressions. You don't need to write full sentences, only new words and expressions that are new to you.
9. After you've watched the scene six times in English, try to infer the meaning of the words and expressions you wrote down. If you can't, use your monolingual dictionary if you're an intermediate/advanced student, or a bilingual dictionary if you're a beginner.
10. Remember, whenever possible, write down the new words and expressions within the context.For example, on a Glee episode, I saw the characters use the collocation “brutally honest”many times, so I wrote it down.