So how do you learn a new language?
I just came back from Spain where I spent 3 months learning Spanish. One of the best ways to learn a language is to actually go to a country where they speak it and learn it there. In that way you are going to progress really fast. Of course it helps if you have already learned some basics in your own country before, so that you can start progressing fast. Then once you're taking an intensive course, you will start acquiring the language rapidly.
My method to really solidify the rules of the language (this applies especially to grammar) is to take the material three times. Once just to become familiar with it. The first time you can just breeze through it. It helps if you're in class and the teacher is explaining it, but you can do this on your own. If you want, you can also do exercises at this point, but for me, since I am lazy, I just prefer to listen and try to understand the logic of the grammar structures. Then after a period of time, you should come back to this same topic. Then of course you should do as many exercises as you can. It will be much easier to understand what is happening if you have already seen the material before and it will be learned much more quickly. Then you should let some time pass and come back to the same things later. Now this should stick in your head. I came to Spain after doing some Spanish learning before, I knew most of the basic conjugations of the present tense of the most common verbs and had seen the past tense before (although didn't know it that well). Then at the intensive course I saw it a second time and made really rapid progress. Hopefully I will come back to Spain or another Spanish speaking country soon and go over it a third time to really solidify it.
My Spanish progression went as follows. The first month I was rarely using Spanish to speak with other people. During the month I made a few feeble attempts to speak the language with other foreigners, but usually stuck to English or other languages I speak. During the second month, that's when I started using Spanish much more frequently and became fluent in using it. The problem is that I was always speaking it with other foreigners and rarely did I speak with native speakers. Hopefully I will make some native Spanish speaking friends at some point and practice with them.