while I feel your pain when I first started tying, I made the following changes after doing a lot of reading and trial and error:
1. hold your thread taut with the hand that isn't doing the dubbing.
2. less material is always better than more
3. squeeze the dubbing material tightly on to the thread while twisting
4. apply a dubbing wax onto the thread and a very small amount onto the finger tip of the dubbing hand
5. use saliva to "wet" your material. I sometimes have a plastic bottle cap partially filled with water to dip only the finger tip of the dubbing hand for sanitary purposes
6. practice dubbing without tying an actual fly
You too have probably seen or read of the tips I've mentioned above. For me, I think the single most important step is #1 above. You want the dubbing to bond to the thread. This is less likely to happen if your thread is twisting in the same direction as your dubbing.
Best wishes