Studying MSDN on the whole topic. From examples, FAQ up to the detailed level of properties, events and methods. Further the analysis from others on various forums. I realize that everyone's mental processes are different - but I will say that in the past, I've done the same thing, but it wasn't until I started doing actual experimentation that the light bulbs truly came on.
Examples....I was reading WCF for months, but it wasn't until after I started creating some demos of my own that I felt comfortable talking about it. Same thing with .NET Generics, and actually even more so. While there's good content on Generics on the web, a large % of online articles are repetitive, very basic, and really don't describe the true power. It took a few months of experimenting for me to get a handle on it.