With "S" plied yarn and a Western-style cast-on, the most common combination in the U.S., the long tail will often try to unply as you do a long-tail cast-on.
Wind the long tail up on a bobbin or in a butterfly, leaving only about a foot free for working. Allow the bobbin to spin freely as you cast on. The natural spring of the yarn will turn the bobbin to maintain twist in the tail. Just pull of a few inches at a time to keep the bobbin able to turn freely.
If you cast on with the opposite hand (needle in left, yarn in right) you'll find the tail doesn't unply, but the yarn on the needles does. Generally the result is a little better overall with this cast on if you choose not to use the bobbin method.