Farmergirl is right in that the brain can only think one thought at a time.
Also, that one thought doesn't solidify for 30 seconds, so if you move on to another thought before that, the original thought isn't held in the mind/brain! (This is great for changing bad thinking into good ...)
As with many other things, they have linked "multi-tasking" to alzheimer's.
You aren't alone. Find ways to cope: Recording machines, notes, calendars, alarm reminders, or even accommodations of notetakers, copies of presenter's notes etc.... I've become quite reliant upon my new iPhone for helping me.