Just to continue to hit the control key over and over. I don't stop the whole game unless there is no ghost near or I want the oponant to hit a ghost. I have found sometimes you can get a ghost before you thought you were close enough doing this then move on. I don't use the Shift key because Windows sticky keys always pops up.
The hardest part for me was getting used to not using the click buttons on my mouse, just move the pointer to where I want to go. If I see a bunch of my color ghosts and a couple of the other color in a corner, I'll usually sacrafice myself and try to suck in ghosts before and after I change colors.