Wool that's breaking while knitting

I hope I can make clear what I mean in English.
I’ve got some very loose fuzzy wool that I wanted to use to knit my second project (the elongated stitch scarf).
When I’m doing the elongated stitches the wool tends to get so loose it wil just ‘break’. Then I start wetting and rubbing, that works perfectly, but I can’t stop wondering if there’s a solution to prevent the wool from ‘de-twisting’ and breaking.
I am still working out how to let the yarn go through my hands, maybe the way I’m holding the yarn makes it go loose. I’m an English knitter, maybe that has something to do with it?

Maybe anyone of you know how to prevent this from happening?

It may just be your yarn–if it’s more of a roving than a plied yarn, it may just pull apart.