I sing along with a tape/CD or whatever a few times untill I get the "hang" of it. Then I write the song down, maybe two or three times, trying each time to write as much as possible from memory. After that I just sing the song through another couple of times, and usually I've got it.
I find it's amazing how much easier it is to learn something by heart if I write it down. I do the same with schoolwork too. I read, take notes, and then I read my notes, and Hey presto! there it is.

Magpie