Usually I just sit on my bed or something and read a book with my computer on. I try and turn the music off to concentrate, but generally I break my study down. If not, I hit the library and study there.
I think the best way is to get away from all distractions, thus the library is usually best suited. If you find it hard to concentrate, then that's something you need to learn how to do.
Personally I'm terrible at it, I usually do all my study towards the end of the semester.