Hi, I thought you may like this Mentalrobics exercise from Braingle.com:
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Link Mnemonic System

The Link System (sometimes called the Chain System) is a very useful technique for learning a series of things in order. To use this system, you must create a visual image of adjacent items on your list. The visualization should have the two objects interacting in some memorable way.

For example, take this list: clown, banana, giraffe, and moon. You might start by visualizing a clown slipping on a banana, then visualize a giraffe with a banana for a neck, and then finish with an image of a giraffe with a neck so long that it can nibble on the moon. This chain of visualizations will help you remember each subsequent item. In this example, the only thing you need to remember is the first word "clown" and the rest will be brought to mind from the visualizations that you created.

This works because it's much easier to remember an image than it is to remember an abstract word. The more vivid your visualizations, the better you will be at remembering them.

If you are worried about forgetting the first word of the chain, you can always link the last word back to the first word (visualize a clown standing on the moon). Now all you need to do is remember any item on the list and you'll be able to get the rest from the circular chain.
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For more mind exercises: http://www.braingle.com/mind/