When you turn your work just don't always turn the same direction. At least that's what I remember. You can usually tell when turn if its going to twist. If it gets twisted I hold the two skeins up and key the work untwist.
If you are knitting with both ends of the yarn on one skein you can hold it up like Sue said as long as the ball isn't too loose. Once it becomes loose from use it can be harder at least in my experience.