Jena:

By "putting things in a FiloFax as soon as they appear", you're most likely moving right to the "organize" phase without "processing". Certainly there are times when you get an idea, and can decide immediately what the desired outcome and next action is, and then store that on your todo list, but often we place "unprocessed stuff" on our todo lists, and this is why they don't get done.
I don't hesitate to scribble my ideas or thoughts down and toss them into the inbox on my desk, or my Clie voice recorder if I'm in the car. I just make sure that at the end of each day, I go through everything in those inboxes and process them as per the workflow diagram.