I know exactly what you are saying. Until you immerse yourself in English you won't develop English thinking. It will come with time. Keep on reading, keep on watching movies, and you'll get there.

I completely agree with Eliot. "Total Immersion" is the key to achieve it. A few recommendations: 1. Watch English movies (strictly without subtitle) 2. Listen to English from anywhere and everywhere (plz don't neglect CCTV 9 either. It's a ready source of English 24/7 in your room. Why not let it play, while you are busy with some other chores? It's even better. It's passive learning. You are actually fine-tuning your brain to the natural rhythm of English.) 3. Read English books and Newspapers 4. If possible practice "Soliloquy" in English. It means speaking to your own self. After all, everyone does it in his/her privacy. So, next time you do it, speak in English. 5. Don't you like teaching? So in your private room, why not try to "teach" a topic of your choice to some "imaginary" students in English? It sounds funny...... but, it is extremely helpful. Just do it for 6 months, and you will feel the difference. Finally, whatever you do ....you should ENJOY doing it. e.g: If you watch a movie, you do it to ENJOY the movie with all its sounds and music and visuals.....and of course, the storyline. Plz remember: you are not doing these things with a "dictionary in hand". No need for that. Just keep absorbing English into your brain in as many ways and through as many channels as possible. This is what we call "Total Immersion". ... And in the end, it really makes the difference!! Hope it helps.^^

I think, It is good that we think in our native language and convert to english.

I'm not really sure if I understand your question but if your wondering how to think in English without going back to Chinese, Is normal. The only way I can think of is by forcing yourself to think in English or write down every words you were force to think in chinese. If I misunderstood please fix or change the question so I can give you another answer.