Just reading is hard. It's easy to get distracted, and not take in what you are reading.
If you have problems concentrating, then you need to be doing something, like taking notes, while you are reading (as Meadowsweet has suggested). The other thing that I have found helpful is to turn what you read into short questions and answers. I used to write mine on flashcards, one question and answer per card. But I suppose that could depend on what you are studying, as to whether that is possible.
Physically writing things down helps me as well. I find just reading too 'passive', and writing on a computer not creative enough. Writing things out, using different colours to highlight different things, or the way I set things out - that helps me to remember. Being able to visualise my page of hand written notes helps me to remember so much more, than just reading.
Also, take regular breaks. If you find yourself distracted, allow yourself some time out. And reward yourself, and plan it. So if I get to the end of this, and write decent notes, I will sit down with a cuppa and watch my favourite show for half an hour, or go for a walk, or whatever works for you.
Good luck, and don't give up! :D