Do you spin on a wheel? next go at thin yarn, try a lower ratio (like not the biggest whorl, but the smaller ones) and (if its a singledrive) Adjust the break band so you get a slower intake. (if it's a double drive, I have no idea.. i don't have one of those.)
If you are using a spindle, try a lighter spindle and get more twist into it... I think that would help.
this is my newb advice though... still by no means an expert here LOL I spin by trial and error....
Speaking of thin yarns though, Oddacity, you gave me the push I needed to try a smaller whorl on my Traveler. It works! LOL!!! i started spining the pink/yellow/orange and I think I'll have nice yarn for a pair of baby booties.... only problem is I still don't know if I'm having a girl LOL!!!