Checking words in English

I think reading iin English is a great way to improve vocabulary and writing skills. But it can be very frustrating to have to keep looking in a dictionary because you don't understand all the words. Of course, you don't always need to know every word, and often you can guess the meaning of the word from the context, but it's sometimes difficult to know what word you need to look up, and what word you can "ignore".

What do you do when you read? Do you look up every word, or only those you're sure are important to understand?