I remember having this problem when I switched to continental too--I don't have any great ideas to help except trying to wrap the yarn around your fingers of your left hand more. I weave it over then under my pinky and then over my pointer finger, but there are lots of ways you can do it. It may just take some practice! I know I felt like I was going to drop everything when I first started, but you gain alot more control as you go.
BTW, I love continental now! So much faster for me.
"I will remember that no one has ever been killed or maimed by being adventurous with knitting, no matter how pointy the needles." The Yarn Harlot