
Every week before the newest episdoe, ABC re-runs the previous episdoe with 'pop-ups' to help the viewer with the myriad of references. I found this to be helpful to me, even though I've seen every episode to date. For instance, in the episode, Desmond walking in on an auction for the Captain's log of the lost ship "Black Rock", which is the mysterious shipwreck the 815 survivors found back in season one -- in the middle of the jungle. I love how they tie things like that in.
But even better if you have failed to DVR the episodes is the announcement that ABC will be airing Lost episodes FREE on-demand.
Now you know what you have to do. So go do it.