Take notes as you go or by chapter. If a chapter has a summary at the end, read that first before going through the chapter. If there are code examples, write them out and play around with it. Get the important bits out that way.

Also, realistically you probably won't remember most of what you read. I suck at that as well, but you do build up a lot of peripheral knowledge. You may not remember how to do that one thing, but maybe you do remember that it exists, or that it was in a particular book. Just that type of knowledge has worked well for me.