Thinking in English is a practical way and also the goal. I have a few suggestions.
First, immerse yourself in a pure English environment. Only read English articles/news/web pages. Avoid watching Chinese video/TV/articles. This way your whole mind and energy can be used on only English.
Second, read out loud. Read a short article every day. It can be a news article, or anything you like. Read out loud.
Third, talk to people bravely. Everyone makes mistake, even native speakers. However, native speakers are not afraid of making mistakes. (Are you afraid of making grammar mistakes when you talk in Chinese? :)) The purpose of speaking is to pass information through, not to examine grammar. :)
The English version of Rolia Forum is a good place to practice your small chat in English. Feel free to use it.
It doesn't happen overnight. However, it won't take too long.