That seems to be hard. For instance this dictionary gives them both the same definition: http://dictionary.cambridge.org/dictionary/english/think-of-about-sb-sth
On a more serious note, I understand that you meant 'in Swedish'. But since the difference isn't clear in English, the answer is that we translate depending on what is meant. So if you can replace 'think of' with 'mean', you can use mena. If you want to say something never crossed your mind, as opposed to not having thought about it seriously, you can say det har aldrig fallit mig in ('it's never occurred to me'). If you want to make it clear that you've pondered something as opposed to it just crossing your mind, you can use the verb fundera (på) instead. And so on, I suppose – there are probably more possibilities that didn't cross my mind now that I thought just briefly about this :)
It may be considered a bit late to ask this but when is "ä" pronounced as "e" like in "verb" and when is it pronounced like as "a" like in "cat" ?