Try to figure out exactly where the problem is occuring. There are several parts to memory.
First part is sensory memory. This is a very brief 'echo' of what you've just seen or heard. For example, close your eyes and picture what you were just looking at - that's sensory memory. This memory fades very quickly, so if you see something and don't pay attention to it (thereby not sending it on to other memory systems) you'll forget it almost immediately.
Second part is short term memory, also called working memory. This is how you hold something in your mind as you process it. For example, if someone says 'what's 2 + 2?' then you hold the question in mind with short term memory while you answer it. Most people can hold around 7 'chunks' in short term memory - these chunks can be larger if what you're remembering has meaning to you. A lot of memory training programs basically teach you strategies to make bigger chunks. Short term memory fades within a few minutes, although you can refresh it by repeating the information to yourself (this is called the phonological loop, and lasts until you get distracted).
Third part is long-term memory. This kind of memory is permanent. There are three types of long term memory - episodic, semantic and procedural. Episodic memory is memory for events, like your 18th birthday. Semantic memory is memory for facts, like that a cat is an animal. Procedural memory is memory for activities, such as how to ride a bike or drive a car. Barring brain damage, it's impossible to forget a long-term memory, but you can be unable to retrieve it at a given moment. It's like having a messy room where you can't find the specific thing you're looking for.
You could also have trouble not with a specific memory system, but with transferring from one to another. For example, the famous case of HM, an epileptic guy who had his hippocampus and part of his amygdala removed to cure his epilepsy. It worked, but he became unable to transfer from short to long term memory, which means he can no longer create new long term memories. However, he has short-term memory, which means for example that you can ask him a question and he'll answer it (but two minutes later have no memory of the question or his answer). And his existing long term memories are intact, so he can tell you about things that happened before his surgery.