One of the best suggestions for improving dream recall that I've ever heard is the 'water before and after bed' idea. What you do is drink half a glass of water just before you go to bed and put it on your nightstand while thinking "I will remember my dreams tonight." Then when you wake up drink the other half and try to think of your dreams.

If that doesn't work, then when you wake up, don't move, just concentrate on whatever you're thinking about or feeling. If you remember any fragments, concentrate on them until they develop into a dream.