I use the flashcard program Anki. Its free to download on PC and Mac and its also available (at quite a high price) on IOS and Android. http://ankisrs.net/

try this website memrise.com, it helps you build memory tricks and move vocabulary from short term to long term memory

I have the same problem. It's strange but some words I have almost never repeated but nonetheless I remember them, but other words I've been learning for months over and over and I always forget them again. Good luck!

Asif has a very good point. Which exam is it? A good way in which to "memorise" vocabulary is to group the new words into categories.

Learning vocabulary is a very important part of learning a language. The more words you know, the more you will be able to understand what you hear and read; and the better you will be able to say what you want to when speaking or writing. Every day you hear or read many new English words. You also find them in your dictionary when you are translating from your own language. You can’t possibly learn all these new words, so your first problem is to decide which ones to concentrate on.