I've found it takes practice and encouragement (a few times). Basically they have to realize that they really won't be hurt by admitting they don't understand something. I think it's a learned skill. I also make an extra effort to ask questions both to them when I'm trying to understand something and in front of them to others when I don't understand something or want to learn more about it (which is often).

That said, most of the new hires I've worked with were college grads right out of school so this probably is partly influenced by that life stage in general.