What languages do you think in when speaking a foreign language??

I just moved to Holland from the USA and I am attempting to learn Dutch (not going too well). I always find myself translating back to English and thinking in English. Its odd because even though Dutch doesn't word sentences the way Enlgish does, i still try to read it how I would in English and it doesn't make any sense. Am I making sense? Bottom line, I translate everything back to English, but maybe that's because I am not fluent?

Well, I am learning Swedish now and I notice myself subconsciously trying to translate things. I notice that sometimes I will think something in Swedish and I will have to grab a dictionary to see what I just thought (it is likely me picking up a sentence from something that I must have read, and then remembering it later on). Mostly, I juts think in my native language (English) and then translate it into the foreign language.