Deal more damage.
To help you further, I'd need more information on how you currently tank.
What's your usual rotation?
When do you lose aggro?
What do you lose aggro to?
Do you have Righteous Fury activated when you're tanking?
I'm guessing you don't have issues on boss fights, so we're looking at AOE situations, which is always an issue for new (and seasoned) tanks. AOE situations present a load of problems that don't exist in single target fights. The main problem is that there is more than one enemy to attack. Damage dealers will focus on each their target and you end up losing aggro to one of them while trying to control the other one. It happens to even the best of us.
The first thing you need to do in AOE fights, if you find yourself losing aggro often, is to look at what you're doing. Are you using Consecration as often as possible? Are you using Hammer of the Righteous as often as possible (it replaces Crusader Strike in AOE fights)? How are you dumping your Holy Power? Make sure Righteous Fury is activated (I know it's a silly thing to say, but you'd be surprised how often people forget to activate it when they switch between their specializations).
If you're doing everything right then the issue obviously lies outside of your immediate control, which is painful, because it means you can't fix it without potentially angering other players. Death Knights in Blood Presence, Hunters who haven't disabled their pet's Growl ability, damage dealers who use their taunts, etc. are problems that more than often lead to drama in a group. People tend to not want to admit that they've failed, especially when the safety of anonymity is involved, so it usually turns into a "no u!" tantrum when you tell them to stop.
Anyway, for more general information on tanking as a Paladin, visit either (or both - recommended) of these sites: http://www.icy-veins.com/protection-paladin-wow-pve-tank-guide http://www.noxxic.com/wow/pve/paladin/protection