The idea that writing an idea down reduces stress is one of the cornerstones of Dave Allen's Getting Things Done. He calls the unwritten items that nag at you "open loops". One important follow-on idea that that the ideas must be written down in a "trusted system": if you aren't absolutely confident that you will be able to find it when you go looking (or, better, that it will be brought to your attention when needed whether or not you remember to look at that moment), you won't stop worrying.

http://en.wikipedia.org/wiki/Getting_Things_Done