Your brain is designed by nature not to remember a good portion of dreaming. Some of the neurotransmitters involved with the dream cycle have a side effect of partially disabling the short-memory->long term storage mechanism of the hypocampus and hypothalamus.

However, like with most mechanisms of the body, it can be altered through exercise and concentration. This is why getting in the habbit of writing down dreams helps; the faster and sooner you write down dreams, the further and further back you will be able to reach into your short-term memory and pull those down into long-term memory as you transcribe them onto paper.

Some people are blessed with the ability to remember all of their dreams, an others, like myself, find it virtually impossible to remember much at all.