Reading Books and Increasing Vocabulary?

Many recommend reading to improve vocabulary (and of course reading comprehension as well). My question is, when you come across a word you don't know and look it up, what do you do after that? Keep reading? Because it seems to me that one will soon forget the meaning of the word if one simply looks up the word while reading and then leaves the word alone and keeps reading? Should I be writing down the definition in a notebook? If so, what do I do after that?