Two ideas: first, split the roving down the middle lengthwise and fill one bobbin with one half, and another bobbin with the other half. With this method, It's actually fairly unlikely you'd get the same lengths of color both times, but you will get close if your spinning thickness stays similar, and the overlap of different colors between color changes gives an interesting heathered effect that softens the color shifts nicely.
The second idea is to Navajo ply, which is a 3 ply that you can manipulate to keep the color groupings together. Spin-Off recently re-dubbed this "Chain-plying" to describe the action used to do it -- you make large/long crochet chains and then let the twist enter the three strands until close to the top of the loop. Bring a new chain through the top of the loop, and repeat. If you squeeze with your fingers at the top of each loop, the extra bit of yarn there flattens down into the ply to be almost unnoticeable.
(modified from a posting by me to spindlers on 11/7/2001)