I've made special links all over this blog to help you get started (hover over red words for definitions), but to see results, you're going to have to devote yourself to the cause.
You should keep in mind that not every hard word is a likely SAT word, and not every SAT word is necessarily a hard one. Some words show up again and again, and some almost never appear. So it's a good first step to springboard yourself into your quest with a box of flashcards or word list that's been designed using previous SATs for inspiration, like Direct Hits. What is often said about investments (someday you'll know this firsthand) is true here as well: past performance does not guarantee future results. Still, it's good to know which words the test makers have gone to repeatedly in the past.
So start with flash cards or a book of words, and then keep on moving from there. Words are everywhere. Learn the definition of every word you encounter in magazines, text books, advertisements, etc., not to mention practice tests in the Blue Book. Tirelessly hunt down the meaning of every word you hear from your teachers and your garrulous (but well-spoken) friends. Believe me, you'll be happy on test day when a word you learned a few weeks prior appears as the correct answer of a very difficult Sentence Completion question.
A personal story to drive this home: I took the GRE (it's like the SAT for grad school) a while back. It's actually very similar to the SAT so I was supremely confident, but you take it on a computer so I figured I'd take a practice test before I sat for it just to get the timing down, etc.
Two words came up on the practice test that I didn't know: pusillanimous and quotidian. I was in a rush, so I didn't look them up right away. I did get around to looking up pusillanimous later (it's easy to remember that it means cowardly because it starts with "pusi"), but I never got around to quotidian; I got lazy. A few weeks later, BOTH words appeared on my real GRE as correct answers, and I missed the quotidian question. I can't tell you how hard I kicked my own ass for not following my own advice.
Bottom line: do as I say (and as I will most definitely continue to do now that I've been burned), not as I regretfully did.