"Keep something in mind" is a fixed structure or idiom meaning to remember something when you are considering or making a decision. We also say" bear in mind" with the same meaning. It CANNOT be changed by the addition of " my/his/our etc. mind"
But then if you want to say you're having trouble remmbering something, i.e. you keep forgetting it , you could say " I just can't keep it in MY mind", or if you're talking specifically about trying to remember, you might say, " This is very important; I want to keep it in MY mind forever.