agree with irmamar
More info here
http://forums.tomisimo.org/showthread.php?t=3856
Usually you can use both verbs for the same sentence.
But "pensar" has his originis in "the brain working" and creer is more "believing"
For example:
"Estoy pensando en Dios" I'm actually thinking about God
"creo en Dios" I believe in God
You say "Estoy pensando en una manera de escapar" (I'm thinking in a way to flee/escape)
and " Creo que tiene que haber una manera de escaparr" (I believe there must be a way to flee/escape"
saludos