Don't worry about it. Everybody is different, as is there dreams and dream recall. Correct me if I'm wrong, but I'm assuming you very recently got into this, which I can actually help with.
I don't remember remembering (haha) a single dream before I came to this site. There's those few memorable dreams everyone has in the course of 18 years, but in the past week I can recall right now, easily one for every night, and in my dream journal there's an average of 2-4 a night. This all happened the night after I started reading up on lucid dreaming.

Just give it some time, everybody reacts differently to things like this. It could take a week or two before you start to remember anything (hopefully not, just saying everybody learns at a different pace =P) or who knows, tomorrow morning you could wake up with some nice fresh dreams in your head. Try not to get too excited, I know, this has caused me many problems with the lucid induction tape technique.
I know, it's hard at first. Just stick with it though and I'm sure in no time you'll have tons of dreams. Remember to take it seriously, if you can do that your mind will recognize it as something important and you'll have a much easier time in this whole process, and it will happen much quicker I'd assume.
From what I hear you're doing everything right, so just keep truckin'.

Hope I could help.