Eat small bites

Can you eat a whole steak in one bite?  Neither can I! 
When you have a difficult piece or etude to play, don't try to play the whole thing from the beginning to the end over and over again until it's perfect. It'll take for ever or it will simply not work. Instead, cut the piece in small sections and practice each section until you can play it with ease. Then move on to the next one and put the parts together when you feel comfortable enough. 
If you have for example a 60 bars etude, you can cut it into four sections of 10 to 15 bars depending on how hard each section is. Practice only one section per day. It'll take you four days to get through it and a couple of days to put the whole thing together. It seems a bit boring but it's very efficient and you'll learn it much faster at the end. You better spend an hour on 15 bars and make it work than a month running through a whole etude with mediocre results.