Watch someone else perform the movements. This allows you to see what you will be doing and gives your brain a different perspective on the sequence of movements.
Go through the motions slowly and in small sections. If you are in a class or preparing for a performance, the teacher or director talks you through the steps. Once you have learned one section, move on to the next one. Add the first two sections together before moving to the next section.
Practice the movements repeatedly until they feel natural to you. The more you practice, the more ingrained the movements become in your brain.
Count out the steps. Assigning a number to each step helps you know which one comes next. If the movements are coordinated to music, associate each movement with a specific note or word in the song.
Create your own words for each movement. Use these words to memorize the order in which the steps are performed. It may sound silly in your head, but it can help you remember which movement comes next.
Concentrate on the areas that are difficult for you. Do not neglect the other parts of the sequence, however. Go through the whole routine once, and then practice the difficult parts several more times. Finish your session with the whole routine again.