It's possible you need a little bit more flour to help it hold the structure. However, first let me ask you a question: when you've stopped kneading it, does it pull away from the sides of the bowl (or your kneading surface, if kneading by hand) or is it sticky? If sticky, you can either knead it longer, and/or add 1 Tablespoon of flour at a time, just until it does leave the sides of the bowl (or surface) without sticking. (Be judicious about adding flour, as you don't want to make a brick, which I've done before.)
There's another technique you can use to see if you've kneaded it enough. It's called "pulling a window," and you basically take a small bit of dough (after kneading) and stretch it carefully in several directions to make it thin--almost thin enough to see through. If it breaks, you should knead it longer and test again until you can stretch it thin.
Try both of these and see if it improves your result. Good luck!!
post edited by love2bake - 2013/03/21 11:28:25