Welcome to DreamViews!

Like StaySharp mentioned, keeping a dream journal is the best way to improve dream recall. Keeping a dream journal is also the first and most important step in lucid dreaming.
For more information on dream recall and keeping a dream journal, I suggest you take a look at the following articles:

Dream Recall - An article explaining why dream recall is important.
Dream Recall Tutorial - A tutorial on improving dream recall and keeping a dream journal.

I hope this helps.