any advice?
I'm Chilean and speak Spanish. I've tried books, courses and by my own but nothing seems to be useful to learn to think of English like my teacher said I would.

I don't know if you live in the US but if you do it'll come. Don't worry. My first language is Spanish and I had the same problem. Slowly with time I began thinking in English more than Spanish... and now I think mostly in English unless I am with my parents who only speak Spanish. I think it is faster to speak and think in English than in Spanish, I guess because in spanish it takes many more words to say one sentence. Do not worry about it... I remember I used to listen and sing along to music it really helps with fluency. Try not to watch a lot of TV in Spanish and talk to your friends in English even if they speak spanish. Oh also when you surf the net try to read in English. Good luck!!

The best thing would be to move to a place where they speak English as their first language like America or England. It's a lot easier to really learn a language if everybody around you speaks it. Thinking in English isn't that hard - you just have to speak it more frequently.

Do you mean learn to think in English? That comes, but only with practice. It's much easier if you are in an immersion situation, where English is spoken all around you. If you keep flipping back into your native tongue, Spanish, it is very hard to persuade yourself to think in English when no one else is using it. If you don't have the opportunity to immerse yourself in English, try renting English language movies and pretend for a couple of hours that you are in an English speaking environment. Turn your radio on to an English language station - and as much as possible, try to create and English ambiance.
Good luck with it.

Had a German exchange student who had learned English in school but had not spoken it exclusively. After about 4 months in school here in the states he came to me all excited as he had a dream in English. At that stage he was also thinking more in English than German.