I Lie Where I Lay Yesterday

A lot of writers have difficulty remembering the difference between lie and lay.

At its most basic, for the present tense:

lie: something one does with oneself, as in, "I lie here, thinking..."
lay: something one does to something else, as in, "I lay the pen on the desk..."

You know what's really tricky about this? Check out the past tense:

lie (now) becomes lay (past), as in, "I lay there, thinking..."
lay (now) becomes laid (past), as in, "I laid the pen on the desk..."

The past participle:

lie (now) becomes lain (past), as in "I have lain here, thinking..."
lay (now) becomes laid (past), as in "I have laid the pen on the desk..."

Sorry, there's no quick and easy way to learn these.

Lie - Lay - Lain
Lay - Laid - Laid

Grammar Girl gives some pointers you might find helpful here.