First of all, where there is the option to complete a separate postcard to have your Application acknowledged then it is wise to complete and return it with your Application Form.
Secondly, after the deadline for applications has passed make a polite enquiry of the HR Department to see if they can advise you when shortlisting will take place (if not covered in the original Job advertisement) - they should be able to give you that information - or at least find it out.
Thirdly, if you have been able to discuss your Application with someone directly, contact them to confirm that you did make the formal Application and ascertain that they have received it.
NEVER assume that HR don't lose Applications or fail to pass them on to the right persons / area. There have been horrendous examples of some awful failures.
Advertising a vacancy and seeking to fill it ought to always be a '2-way street' - I think that showing your active interest in the process ought to be well-regarded by potential employers - if it isn't then maybe you would be better not working for them in any case.