My hair is very fine too. I had long dreads braided in at uni and the ones at the very back came out just by pulling on the end, no matter how hard they were braided in...(I shaved that bit off in the end, problem solved
Now I try to keep my hair short and low-maintenance - had it cut today actually, the longest bits are about 10mm. I have very curly hair so it knots itself into a huge unruly bush shape - it flops into itself on top so it looks like the top's not getting any longer but the sides keep coming out, it gets wider and wider!
I stumbled upon the magic way to make it manageable because I'm a bloke, and a lazy one
The secret is not to wash it anywhere near as often as girls are prone to. I wash mine with shampoo no more often than once a month and sometimes two, but just rinse it through in the shower every day. You have to stick with it for a few months as your hair will look terrible while it adjusts, but once your scalp is retrained it stops producing anywhere near the same amount of grease, so when you get it wet the dirt slides off. Really hair is supposed to be self-cleaning, so by stripping off the natural oils every time you wash it (I bet some of you lot wash it every day!) your scalp just frantically tries to produce more oil, you keep washing it off and eventually you're trapped in a cycle of washing it way more often than you need to. As an added bonus you get no split ends and no broken hair, ever
This works at least up to shoulder-length but I've never been able to convince anyone with longer hair to give it a go