Managing by wandering around is very effective, but not if a manager's mind is wandering. Your manager probably meets with most of his team on these rounds, and by the time he returns to his office, his brain may be on overload.
You are absolutely correct in stating that you do not want to tell him how to manage. It would be ideal if he were taking some notes in his meetings with you, but that is his call, not yours.
Fortunately, there are steps you can take to increase the likelihood that he will retain your messages. The key word here, and frankly in most communications, is redundancy. This does not mean that you should repeat your message ten times when you meet with him. However, using a businesslike and professional style, you can send him a follow-up note or email summarizing your discussion and action plans.
This will not only serve as a prompt for him to take action, but can also serve as a listing of topics for future meetings with you. At the expense of being redundant, it is very important to emphasize how important redundancy is in the communication process.
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