edit.: a bit like skeet shooting.
The next step to go beyond that is to detach your attention from the thought. You rest your attention upon the spaces between the thoughts that arise, and let those thoughts pass out of you.
As for the train of thought, Lao-Tzu had some great advice on it. "The trip of a thousand miles starts with the first step." Or in the same chapter, "A might tree is easier to cut down when it is young." Don't jump on the train of thought when it first starts. But if you find yourself there, you relax and come back to your concentration object.