I also just recently picked up continental knitting. I find that (for myself), I like to hold the yarn in place using my left hand. Keeping it still. When I insert the needle into the stitch, I use the needle and wrap it around the yarn.
Usually (English knitting), I will wrap the yarn around the needle. But I tried that at first with continental knitting, and I just couldn't get anything to stay in place.
I hope this helps.