The mind can be difficult to steer. Thoughts fly in and out and one can feel victim to what bounces around up there in the skull region. "Taking every thought captive" is easier said than done, but here's one idea: say something out loud. In this way you can take the helm of your soul and guide it where you want. You may not be able to control every little thought that pops up, but you can certainly choose whether or not those thoughts take up residence. You can use your will, or, more specifically, your mouth to gain control.