I deal with the memory problems too. They're a MAJOR pain. I can't remember what I'm saying mid-conversation, I'll forget that I've had certain conversations with people, I'll go to the grocery store and forget why I went ... It's really frustrating. I think it's because when the depression kicks in, I withdraw so far into my own head that anything outside of myself is very hard to hang onto before I get distracted by my own thoughts.

I've found that writing stuff down helps. I also try to limit the amount of memory work I have to do when I'm low -- I warn other people I'm not doing well, and if there's something they need to remember I ask them to remind me later; I put off doing any studying if I can because none of it is very likely to stick, etc.

Try not to be too hard on yourself. Memory problems are an annoying symptom, but remind yourself every so often that they're also not your fault.