MB here. Wouldn't bother me at all if you took notes. I think I'd see it as a sign that you were taking things seriously. I'd probably also take note of what you were writing down though!
If you're uneasy, or if you want to address it, you could always say something like "I hope you don't mind if I take a few notes. It helps me make sure I don't forget any important information." I think if you said that to me in an interview I'd be kind of impressed with your professionalism and how seriously you were taking the interview.
Good luck w/ the interview!