For a non-native speaker is very difficult to think in English, most people experience the same as you do. I wouldn't worry too much, it is a question of practice and contact with the language. Try memorising the phone numbers or any other thing directly in English (that works for me).
I'm quite sure non-natives never stop thinking in their mother tongue, even if they spend the rest of their lives in an English-speaking country.
So, don't worry!!!