before every class, drink ten cups of coffee. Just make sure you can hold it in for 3 to 5 hours of your lecture, unless you have the option of going to the washroom during a class. Video tape or voice record the lecture so you can play it back later on when you have a clear mind.
The other thing is to work with friends. If all the members of your study group remember a part of the lecture, then you will be less stressed out. For example:
If the lecture is 3 hours long, then get two other people in your class.
Each person is responsible for remembering one hour of lecture. Then after class, you can catch up with your friends/ work mates.