I use the free, open source software Audacity to create and edit sound files for my site, but it can also be used to simply listen to mp3s as well as to record while listening. This way, you can repeat what is said and compare your pronunciation to the original. Many language students never record themselves speaking and so they never really have a chance to listen to their pronunciation mistakes, much less in direct comparison to native speakers. At the university we used to have a program called LogoLab that allowed students to listen to an audio file, and record their pronunciation in blanks after the native speaker. Then the student could listen to the file once again and compare the native speaker’s pronunciation to their own. Luckily Audacity also allows recording a second track while listening to the first one, but with one little difference – it is still possible to actually talk over the original recording, so you have to try to fit your speech in the blanks.
In Audacity, you just need to choose Edit and Preferences… and check the box before “Play other tracks while recording new one” that is on the Audio I/O tab. Then after you’ve opened the mp3, you click Record (the pink circle) and the first track (the original mp3) will play while a second track will open for your recording. If there is not enough time between words or phrases in the original mp3, you can click between them to place the vertical line and choose Generate and Silence… and add a few more seconds. In the picture below, you can see the source audio on top with a word to repeat and the recording underneath with repetitions of the words.
The faster you can repeat the words or phrases, as well as the number of times you can repeat them, is very important in aiding your memory to retain the information. And of course, you should always practice pronouncing out loud, not only to help you remember, but also to help your mouth get used to different movements (such as front rounded vowels) that don’t exist in English.
For the truly nerdy who are interested in the link between phonology and vocabulary acquisition, read up on Baddeley’s Model of Working Memory.