Its much harder to forget a LD than an ordinary dream, but it does happen (especially if you never record it anywhere). You don't have to consciously wake up (after the dream) to remember the dream, but it helps. I suggest writing down your dreams as soon as you wake (the faster you write them down, the easier it will be to remember/recall). I wish I would have wrote down all the LDs I have ever had. I have now forgotten so many LDs because I didn't record them anywhere. A few months worth of LDs are now gone from my memory.