Learn in sections. Learn the chord changes of one song section and just get that down. Once you've it down good, learn the next section and get that down. Then start stringing them together.

For fun, I figuring out sections of Van Halen's 'Runnin' with the Devil'. Though I've been playing for a good long time and can learn reasonably quickly, I still use the method above. Learn a section at a time and build from it. For the Van Halen song, the main riff isn't all that hard but the second set of chords in the open riff took a few passes before it felt comfortable. So, I just pounded at that until I was good.