Here's a phrase I've learned by rote, which is handy when you are trying to practice your Spanish, and the Spanish person (who probably has pity on you) 'helpfully' switches to English.
Estoy empezando aprender el Espñaol (pron,
ess-toy empess-and-oh app-ren-dare ell ess-pan-yoll)
"I am trying to learn Spanish"
Also, instead of saying 'no entiendo' when it's just an unfamiliar word you've heard, how about
: Perdone; No conozco esa palabra <whatever it was>
i.e. Sorry; I don't know the word: <whatever it was> That way, you may get to learn a new Spanish word
nb.Hope the spelling was correct!