Err. no.. read first, then make notes during the lecture. If you go into the lecture having already PREPARED then you can ask about stuff that still isn't making sense to you, and take note of things that you will be able to recognise as important when discussed in the lecture.
This is the key right here.
That being said, most people find this way of learning to be too difficult and they don't keep it up for long. However, if you can manage it, then the amount you actually learn and retain will be HUGE.