In computing education, live coding refers to a pedagogical technique where the instructor writes code live in front of students, thinking aloud to explain their process. In this work, we investigate how students can take better notes while watching live coding lectures. Based on interviews with instructors who use live coding, we designed a simple note-taking interface consisting of a rich text editor which allows students to take snapshots of the instructor's code. Through a lab experiment, we found that using our system led to a decreased mental workload and more comprehensive notes.