One of the tenets of the Getting Things Done system is the idea of "write it down" as soon as you have the idea. Then, once the idea has been written down you can drop it into your inbox or deal with it later instead of keeping it in your mind. I've found this incredibly useful, but often I forget to write stuff down. That brings the opposite problem: forgetting what you were thinking of and beating yourself up for not remembering it. It's a awful feeling. I know I should get better about having something at the ready for all of the ideas that I have, but unfortunately there's times when I don't have one of my trusty Jr. Legal Pads at the ready. Which is kind of a shame because I have ideas throughout the house. Most times I'm in front of a computer, but even my journaling application doesn't get used nearly as much as it should.
Just remember to write it down, no matter what. You might write down a bunch of dreck but you can determine that later. For now treat each idea as though it were gold. It very well might be in the future.