another useful thing to do when your mind wanders is to simply and non-judgementally say to yourself "thinking". I use that in meditation and i'ts helpful and can make you smile at catching yourself. I learned this from reading "When Things Fall Apart" by Pema Chodron whose books and CD's can be found at www.shambhala.com.

There's a guided imagery that I do also that is called "Soothing Colors" (it's on a CD called Stressbreaks Two, "Natural Tranquilizers" and can be bought online at www.wholeperson.com) and it's very nice. In it you are asked what the color feels like, what it tastes like, what it smells like. Very interesting and fun to do.

just thought i'd share.