I have been meaning to ask this question for ages but each time I get home from a ride I seem to get busy and forget until Im out on the road again.

Heres the scenario.

Im out riding and start going up a slight but long and gradually steeper incline. Im in my middle ring and start changing down on the back cogs (sorry if thats not the right term) when I cant change down any more I think well hey its time to go to my small ring on the front but this causes - as Im sure you all know- my legs to spin out of control and lose momentum (because now Im on the easiest gear of all). What should I be doing? Should I be changing up a few on my back cogs before changing down to the small ring to keep up speed and maintain cadence?