A Bad Memory

I must remember that I have a bad memory.  I'm okay as long as I remember that my memory is bad. I'm in trouble if I forget that I have a bad memory.

The other day I wandered the streets.  A police officer stopped me.
"Where are you going?" asked the officer.
"I don't know," I said.
"You don't know?"
"That's right officer, but it's okay because I know my memory is bad.  Eventually, I'll remember where I am going."

Eventually I did remember where I was going, and I got there.  But now I forget where it was.