It is very annoying to write down a word as you are reading fiction. The prose you are reading may be very interesting, you do not want interruptions. The more practical solution is to mark the book, and then look for the words that eluded you.
Make a list, and then look for an online dictionary. Printed dictionaries were cool, but now they are just too voluminous. Being online provides the opportunity to copy and paste the definitions of the words in question, and make a list in Word.
I recommend using Ninjawords. It's fast, as you can search multiple words in each query, just separate them by a comma.
http://ninjawords.com/
