First, I feel embarrassed with this situation.

>> In this situation, I would feel uncomfortable approaching her. 

However it is important to forward the message to my manager,so I will write the memo and send to the her desk

>>However, since it is important I still need to send her the message. So, I would just write the memo on a piece of paper and leave it on her desk. 

I think that the way is to jump in the conversation without any interruption of the conversation.

>>I think that is the best approach for me to deliver the message without interrupting her. 

Upon hanging up the phone, I will tell her with detail.

>>After she hangs up the phone, I will provide her with the details.