If you are speaking of FRUA modules, one thing you can do is utilize the "Area" view of each area to see where you are. In some cases, the author may have turned this feature off, but there are methods to turn it back on (and if you need instruction on how to do so, we can show you how that's done). If you're talking about something besides FRUA, then it's a whole different subject.
In reality, this subject may not belong in the "Module Design Discussion," since you seem to be talking more about playing and less about designing, unless I have misunderstood your intentions.
You can certainly use a pencil and some graph paper to do some of your mapping, and there is software out there to handle making maps while playing games as well. I guess we need to find out exactly what you're trying to do, though. So, feel free to provide more information.