[Aromasin]

I also need to write it down, but not immediately upon hearing it per-se. I find that when I write, I often zone out and leave my muscle memory and a slight sub-consciousness to do the work - nothing actually goes in. If I just listen, it forces me to focus and it gives me time to build a framework of the concept in my head, that I can fill in later. I suppose it's similar to the methodology used in "How to Read a Book: The Ultimate Guide" by Mortimer Adler. He uses 4 steps-

1.Elementary Reading 2.Inspectional Reading 3.Analytical Reading 4.Syntopical Reading

The first 2-3 are covered in the lecture. The time at home can then be spent putting it to paper, applying it in practice (usually in MatLab or some other form of programming), then summarising. That's why I like the lecturers electronic hand-outs, as it can fill the gaps of knowledge that have formed between lecture and study. My background is in EE however, so assumedly this type of learning might not apply as well to pure Math/Physics!