I think Anonymous and Melody were both onto something . . . so I just took the liberty to expand on their reasoning a bit, if they don't mind:)
They both mentioned negative and positive, as "never" has a negative connotation and "always" has a positive connotation.
So,
"Never forget" would mean that something was such a horrible experience that you could not erase it from your mind (negative), while "always remember" would mean that something was such a good experience that you believe your memory has engraved it in your mind until the end of time.
So while both essentially mean that your brain has stored the memory, they would correspond to different emotions.
^That's my two cents' worth, anyways:)