Do some background research. Learning how to perform English country dances requires more than just knowing the steps. There is a stately aura and respect for the dance that comes only with knowledge of its rich history and cultural background. Do a quick Internet search or visit your local public library.
Watch it in action. There are many theatrical renderings of English country dancing, the most popular of which is undoubtedly the 2005 film adaptation of Jane Austen's novel Pride and Prejudice. You can see clips of the dance scene on YouTube, as well as many other examples online.
Learn the dance steps. While it is true that the caller will remind you of what step comes next, you will need to know what she means by a "half figure 8," or a "crossover hey," for instance. You can read about these and other steps online or by viewing an interactive tutorial such as the one available here. (See References)
Practice in front of a mirror until you feel you have the steps down pat.