What I've found important is to read the preface. Often the author(s) will give you some suggestion on how to read the book. Also, I try to read the introductory chapters straight through, even if I think I already have the necessary background. I find that it often helps familiarize me with the book's vocabulary (e.g., "When we say 'server', we mean the physical hardware; when we say 'Web server' we mean the application server instance.").

I also have to fight the urge to skim. Reading for comprehension is different from reading for reference. Slow down, and take a break every couple of pages and review what you've just read. Re-reading challenging sections often feels like a waste of time, but it pays off in the long run because it helps me comprehend later sections faster.