Currently training for an FAA IR. One of the (many) challenges I have is retaining the amount of information required for an instrument approach. I''m pretty numerate but have a poor short-term memory
Ask your instructor about your next lesson. Prepare/practice it on your personal microsoft flight simulator (or similar) until everything concerning the procedure (and the different advices you got here form Tinstaafl and others) is completely memorized and understood so that when you get to the airplane you can focus on the flying itself.
After the real lesson, write down all the flight, all the key points, your mistakes, all the exercices and redo them exactly in the same order, same airport, same route, again on your flight sim THE SAME DAY.
Do that for each IR lesson.