The best thing is practice, practice, practice. Get yourself some NCLEX prep books, I particularly recommend Saunders, and do the questions that go along with what you are studying in class. Read the rationales. Understand why the correct answer is correct and why the incorrect answers are incorrect.
If you have a mentor, go and see him or her and discuss the test. If you don't, find a faculty member you feel comfortable with to talk about it.
Study in groups. Try to turn your lectures into NCLEX-style questions and quiz each other.
In addition, do the practice test questions in your textbook. Also, use the CD/DVD and website that came with your testbook and study the practice questions on there. Not only are they written in the NCLEX style, you'd be surprised at how many of them will make appearances on the test.