How can I become more hands-on?

I discovered in my first term of studying physics in college that, although I was very successful at learning the concepts, I sucked at applying them in the lab. In general, I have trouble putting knowledge into practice. For instance, I had no problem learning the rules of the road, but I’m a horrendous driver and still have yet to get my license.

I don’t want to be a theorist forever. How can I learn to translate knowledge into competence?