This is coming from someone who probably couldn't tell you what color socks he's wearing, on the off chance that I happen to be wearing socks on that particular day. You need to write it down. Taking notes in class is a good idea for a number of reasons. For one thing, it helps you to focus on what is being said. Also, you can add your own comments to the notes as you take them.
People tend to remember things that are more personalized.
If you can personalize class notes by putting the concepts into your own words, chances are that you will remember them better. Just be sure that your version of what was said is accurate. It also makes a handy and fun doodle pad for those dull moments during the lecture. Sometimes its hard to decide what should be written down and what shouldn't. You can always ignore it later.