Make a personal plea at the beginning of your semester stating that it's okay to say "I don't understand," and that even instructors say that often enough.
Make it clear that struggling is a perfectly normal factor of life -- in fact one could argue that intelligence is a measurement of someone's history of struggling.
One could even go so far that the top 5% of any class are simply people who have 'struggled' the most, or more to the point people who have stumbled (and overcome it) the most.
Here is an excellent article researching teaching methods in Japan:
