Closing Down Problem

I'm getting frustrated with too many players closing down the same player at the same time. It's usually down the wing, their winger will get the ball out wide, my fullback will close him down, which is what I want, but so to will one of my defensive midfielders. Their winger then plays the ball inside to his supporting fullback who can then run into the box and have a clear shot at goal or plenty of time to pass or cross. Anyone have any ideas how to stop this?