It sounds like your cold water pressure is stronger than the hot, when both meet in the mixer of the shower the cold pushes the hot back. Though if you have a combi boiler this may not be the case. If your hot water is gravity fed and your cold is mains, then a restriction must be put on the cold flow. An isolator 'part turned' will restrict your cold flow to the shower mixer so both hot and cold pressure are equal.
Robin
May 2008