Separate your playing/practice time from your theory time. Read and write your theory without holding your instrument. Then once you go back to playing, you might have absorbed the theory better than doing it all at once. And it's always helped me to absorb concepts better to not just read something but WRITE it down. So if you want to learn a new scale or mode, just take some blank sheet music and write it. Then you have some good notes to go back to without opening a book.
http://www.blanksheetmusic.net/
