What is your resolution?
If you really want more control you could raise your window size a bit and readjust to that, just keep in mind that playing with 400 and 800dpi are very different playstyles, so I don't really consider changing to 400dpi as a way to pass the wall you think you're hitting. If an 800dpi player uses fullscreen, it's considered low sens anyway. There's many mouse+kb players that use 800dpi and to be honest, most players go more than 400dpi, 400dpi is pretty much the lowest dpi standard in osu. I do NOT think it's bad to change your dpi, as long as you are staying within a particular range and not changing it often. 400dpi, however, is almost completely relearning mouse, and mastering it doesn't mean you're going to be better than an 800dpi player necessarily, anyway.
I personally use 800dpi @ default window.
SilviA used 1000dpi @ default window or small window.
Doomsday uses ~1300dpi @ fullscreen.
cptnXn uses ~350dpi @ large window. (wow)
Amai uses 400dpi @ default window.
PeaChick uses 800dpi @ ???
kriers uses 800dpi @ fullscreen,
[ Beatrice ] uses 650dpi @ slightly large window.
BluOxy uses 1200dpi @ fullscreen.
Raiku uses slightly less than 800dpi @ default window.
As you can see, not all pros use really low sens. Most players that use 400dpi are actually mouse only players, since they need the extra control while clicking. If you are a mouse only player and want to be like them, keep in mind you're going to have to completely relearn movement and grip.