James forgot the pair's routine last Saturday after performing a Salsa to Rhythm Of The Night by Valeria.
Denise laughed off the problems this week, saying: "I thought it was hilarious, I didn't know it at the time , I was nervous, I thought it was me that had gone wrong."
Still a bit embarrassed, James declared: "I've not gone wrong before, are we still talking about it?
"I was gutted, I was really upset on the night because we worked really hard. We still get nervous, we always speak to each other I go on. I just got to the step that was the easy part of the routine and I just went blank, absolutely nothing. "
This weekend the remaining six celebrities will be taking on the show's first ever dance fusion challenge, dancing two different dance styles in the same routine.
For Denise and James its a Quickstep-Jive to Jackie Wilson “Reet Petite”.
James said on It Takes Two this week: "It's working, choreographically its working but trying to get from the begin to the end f of the routine is difficult. We're enjoying it but it is really physically demanding."
But teasing the pro dancer, Denise joked: "I've put sticky notes on him like right shoulder left leg just so he knows what's doing."
This week Strictly Come Dancing is on Saturday 8th December at 6.50pm with the results show on Sunday 9th December at 7.20pm on BBC One and BBC One HD.