Hello
It's important to get a good big picture understanding of the Nephron since it is a very high yield topic in Biology. Understanding the overall function is more important than knowing the details of each section. Take a look at this video,
http://www.youtube.com/watch?v=aQZaNXNroVY (skip to 1:20).
Two concepts you should understand are:
1) Reabsorption - when chemicals are transported from the tubule back into the blood
2) Secretion - When chemicals are transported from the blood into the tubule
(notice that they are opposite processes of each other)
In terms of the details of each section know that in the Proximal convoluted tubule, Na+, K+, Cl- and glucose are reabsorbed. In the loop of henle water is reabsorbed. In the Distal convoluted tubule HCO3-, K+ and H2O are either reabsorbed or secreted. Hope that helps. Let me know if you have any more specific questions.