Is it like that for everyone?
Questions to people who have successfully learned a language (not including those who grew up multilingual): do you ever think in your new languages?
I do, sometimes.
And I have to say that Owen is probably right (I don't know if it's a fact, but at least from my perception), but you will probably need some training to get at that point.
In school, translating everything back in your mind was normal. But when you have to do more, then you can't. It's ineffective, time-wise. You can't read a Tom Clancy (or whatever), if you translate every sentence. You might to at the beginning, but when you have enough practive with reading in another language, then the "transition" will begin (not consciously).
And then you get to a point, when you form a sentence in your mind, and you say "...oh...wait...I have no idea what this and this word exactly means." Happened to me. Looked them up, and thought "yeah, that's what I wanted to say".
But like said, that needs time and training, and just with school you'll probably not reach that point.
Dutchfire is right. At High school, I never spent much time learning German and often scored poor grades because school demands you to master German perfectly. Just ignore all those rules and just speak it. You will make loads of errors, but you likely won't have trouble understanding and be understood by German speakers.
That might be a bit exaggerated, but at least regarding everything related to genders you're right
