There's a trick to it. First off, don't be in high school. Second, get a good copy of the play (you can find some online, me thinks). Third, get a summary guide of what's going on. Fourth, get a decent video recording of the play.
Let me rephrase that: get a video recording of a good version of the play. There will be a dozen different versions (up to and including modern 'interpretations'), and you need to fine one that strikes your fancy (I'd go with the one where you can make out what the actors are saying, and you don't doze off after five minutes).
Now, while you are watching the film, keep the laptop open, and mentally sync up with the summary. Here's one for Hamlet (http://www.shakespeare-navigators.com/hamlet/One1.html). In a separate window, keep the actual text of the play open (again, here's Hamlet: http://nfs.sparknotes.com/haml...). Don't read the actual text while watching the film (you can, but it's more important to keep pace with the summary than the text). You can pause and rewind when trying to grasp some of the finer nuances of the actual text / plot as need be.
Fifth, go see the play in real life, and enjoy the inside jokes.