Now the proper way to fidget based on the theory fidgeting helps cognitive load.
1) You are already engaging a task that you need to focus on. The focus drains neurotransmitters you need to be resupplied.
2) You generate sustained motor input or sensory input
3) This sensory input requires a response from the user if you do nothing your brain ignores it and or it responds to it.
4) This motor input should not require any cognition at all. No Selective or Sustained attention should be required (since your attention is elsewhere and already almost empty), yet at the same time you must continue to do it. It is a now "on function"
5) This continuous motor action triggers certain brain regions (one theory points to the reticular activating system) where neurotransmitters related to alertness, vigilance, and arousal are released.
6) As soon as the motor action stops the neurotransmitter resupply system stops sending resupplies
7) These neurotransmitters through various pathways are then moved to the target brain areas such as the Dorsolateral Prefrontal Cortex. (If you smack your own hand onto your head above your eye you will hit it.)
8) Thus these areas can last a little bit longer, not a lot longer, but you can keep your sustained attention going a little big longer.
Thus under this theory certain brain regions are hyperactive with neurotransmitters (such as the reward or fear area) and you are trying to move these same neurotransmitters to hypoactive areas.
Now there is another trick to help keep focus. The person you are focusing on asks question and then demands a response from you. When such a trigger happens your brain also move those neurotransmitters around just like you got up, stretched, and then moved from your bedroom to living room.
If this is the case for you, you need to move more often. 20 minutes per room, then move again, (the pomodoro technique). If its a time where you are in class and you are listening to a lecture you need to get some form of discrete fidget, such as this
http://www.amazon.com/Stainless-Steel-Black-Plating-Spinner/dp/B002W70UIQ
or this
Or some silly putty, or some other discrete hand toy you mess with and do sensory and motor input without thinking.