Just a few questions...
What kind of environtment are you attempting to mix in? room dimensions, acouustical treatment, etc...)
What is your signal chain, specifically your amp/monitors. (Mic pre's, AD/DA's soundcard, etc...)
And a few comments...
Your mixing environment is very critical as far as creating mixes that will translate from one place to another. I would suggest you do a few searches for acoustical treatment and soundproofing... and yes, they are two VERY different things.
You don't have to have a perfect environmet to record and mix, (there ain't no such animal anyway) but you should start learning about these things now.
The best way to learn this "stuff" is to just get in there and dig it, by do it.
About your mixes being thin... I take it that the mix sounds fine when you mix, but when your take it elsewhere, THATS where it's "thin"? If so, it's probably your monitors and environment...
Let us in on your gear list and maybe it'll help us pin-point what the other factors could be.