Which test did you take? I just took this one:
Mensa Workout | Mensa International and apparently I need to play more scrabble, as my only misses were the two anagrams. I did it quick though, I might have been able to figure them out eventually...guess i need to brush up on my word whomp. If there is a specific type of question you have trouble with, find a bunch of those and drill on them. It's not a knowledge test, it's an IQ test, so you can't exactly study for it traditionally (or it would be worthless as a metric), although you can practice the types of skills they are asking you to demonstrate.