Text messages are a godsend for me in this kind of situation. Instead of trying to remember the grocery list my husband is calling about, I'll ask him to text it to me. I have it without (a) trying to remember it or (b) (worse!) trying to write it down while driving, and (c) he can double check to make sure the list really includes everything it should.
Look into a shared note-taking application like Evernote or Zenbe Lists that you can check from your phone. Then you or your husband can add things to it as they come up, and when you're in the store, you have your entire list with you.