What should I do if I just don't understand a sentence?

There is always a way out. Words aren't the only way to understand meaning; syntax (the order of words) can give you a very good indication, especially in French. So a first thing to do is to break up the sentence by identifying the subject, the verb and the complement and then doing the same if there is another clause in the sentence. Mentally try to see if you can understand the logic of the sentence: is it causal? is it temporal? is it just a simple action? Then identify the words you understand, try guess some more if you can and then use the method above to fill in the gaps.