Maintain eye contact with the instructor. Of course you will need to look at your notebook to write your notes, but eye contact keeps you focused on the job at hand and keeps you involved in the lecture.
Focus on content, not delivery. Have you ever counted the number of times a teacher clears his/her throat in a fifteen minute period? If so, you weren't focusing on content.
Avoid emotional involvement. When you are too emotionally involved in listening, you tend to hear what you want to hear--not what is actually being said. Try to remain objective and open-minded.
Avoid distractions. Don't let your mind wander or be distracted by the person shuffling papers near you. If the classroom is too hot or too cold try to remedy that situation if you can. The solution may require that you dress more appropriately to the room temperature.
Treat listening as a challenging mental task. Listening to an academic lecture is not a passive act--at least it shouldn't be. You need to concentrate on what is said so that you can process the information into your notes.
Stay active by asking mental questions. Active listening keeps you on your toes. Here are some questions you can ask yourself as you listen. What key point is the professor making? How does this fit with what I know from previous lectures? How is this lecture organized?
Use the gap between the rate of speech and your rate of thought. You can think faster than the lecturer can talk. That's one reason your mind may tend to wander. All the above suggestions will help you keep your mind occupied and focused on what being said. You can actually begin to anticipate what the professor is going to say as a way to keep your mind from straying. Your mind does have the capacity to listen, think, write and ponder at the same time, but it does take practice.