I just looked at the yarn and it's one of those loosely plied yarns. I've had a similar problem with yarns like that.
I'm not sure there is anything you can do to prevent it entirely. You know how when you get to the end of the row you turn your work to work on the other side? You might try turning your work at the end of the row the other way around. If that twists it then try alternating which what you turn it at the end of rows.