Usually when I'm going to do something from my Next Actions board, I pull it off the wall, and keep it in front of me while I do whatever it is I'm doing.
Anything that I think of that doesn't meet the goals of the thing I'm doing right now gets written down on an index card and dumped into my inbox for later processing.
On the desk you can see my house version of Merlin Mann's "Hipster PDA"
Merlin's idea of using colored index cards is good, but it's really impossible to shift a card from one context to another that way.
Coin envelopes are just slightly larger than index cards, and I've labeled them with "@office" and "@net" and "@errands" contexts.
I use the rubber band on my Moleskine mini pocket notebook to hold a few index cards to write things on, and then stuff those into the "@inbox" folder if necessary.