A Type I error occurs when you reject _H_0 when it’s true.
The probability of a Type I error generally decreases because you have decided to make it harder to reject _H_0. The problem, then, is that you not only make it harder to reject _H_0 when you don’t want to reject it (i.e., when it’s true), you also make it harder to reject _H_0 when you do want to reject it (i.e., when H0 is false). Thus, you make it more likely that you’ll fail to reject _H_0 when it’s false: a Type II error.
You can reduce the probability of both types of errors only by gathering more data.