i'm assuming you're at the early stages of your GMAT studying since you're taking a diagnostic test. and if you plan to do a lot of studying, you'll need your attention for all those study sessions and practice tests down the road.
one's concentration is affected by multiple factors and if you have to ask how to improve your concentration, more than likely you'll need to adjust more than just one thing. there's probably no quick fixes here.
you probably have a better idea of what might be distracting you. look into those areas. if you're in doubt, make sure you consider environmental factors (where are you studying?), personal motivation (are you motivated to get into the best B-School possible?), and health/fitness (are you getting enough sleep and exercising?).
I think not enough sleep. I'm in the middle of a project...