You could do one of two things. One, as mentioned above, is try the right-handed method, or English style. I can't do English style; it's a little too fumbly for me to do the wrapping with my right hand.
If you want to stick with continental, just keep trying. For a long time, I didn't really hold the yarn at all (meaning I had little to no consistent tension). After a while, I'd wrap it once around my pinky and then let it lay over my index finger. Constant practice with this and I didn't even have to think about it anymore; it's just there without me even worrying about it.
I'd suggest knit something small, like a dish cloth or something, and just practice knitting and holding the yarn if you wanna try to get used to continental knitting. After just constant practice, and being understanding to your hands that they won't hold the yarn properly at first, and it should clear up fine for you.
Hope this helps!