I've been studying Algebra 2 so as to get ahead when I go into the 10th grade, so I can relate to you. My problem is not so much as having it stick, but staying motivated. On the line of staying motivated, try to do math in a quiet place, away from distractions, eg a computer or television. And try to organize your day, that helps me.
On the line of having the information stick. First of all, you need to do problems, like the previous poster said, but that's not the whole trick. What I've realized is it's more important to understand what you have learned. Ask why and how, and look them up from a different source. Why does this theorem work? How does it relate to other things? I also think about a chapter or section a lot, reviewing many times a day. If I can't recall the information or I don't know the process, I'll look it up. And lastly, after the end of a chapter, review what you have learned by writing it down. What have I learned? Do I understand this concept? Can I do the problems associated with it?
I hope that helps, and keep with it. It will help you in the long run.
(PS, get a good night sleep. Don't go to bed too late, and don't sleep too late.)