Edit/Remark: this is very similar in spirit to mathguy's answer below/above; only a lot more verbose.
We will start from the "trivial" equality
$$
\frac{a_n}{\ln(n+1)}
= \frac{a_n}{\ln(n+1)} \mathbb{1}_{\left\{ a_n < \tau_n\right\}}
+ \frac{a_n}{\ln(n+1)} \mathbb{1}_{\left\{ a_n \geq \tau_n \right\}}
$$
which holds for any choice of "threshold" $(\tau_n)_n$; specifically, we want to choose a suitable sequence of thresholds which would enable us to invoke theorems of comparison. (In what you did, you implicitly chose $\tau_n = \frac{1}{n+1}$: this is not enough, so we'll choose a smaller threshold.)
Moreover, to make $\ln(n+1)$ appear somewhere (namely, when upper bounding the second term of the above identity), we will want to choose $\tau_n=\frac{1}{(n+1)^\alpha}$ for some $\alpha > 0$: so that $\ln\frac{1}{\tau_n} = \alpha\ln(n+1).$
(Stop now if you didn't want the full solution, but only a hint.)
In detail: As we'll see, any $\alpha > 1$ will do -- below, we set $\alpha \stackrel{\rm def}{=}2$.
Write
$$
\frac{a_n}{\ln(n+1)}
= \frac{a_n}{\ln(n+1)} \mathbb{1}_{\left\{ a_n < \frac{1}{(n+1)^2} \right\}}
+ \frac{a_n}{\ln(n+1)} \mathbb{1}_{\left\{ a_n \geq \frac{1}{(n+1)^2} \right\}}
$$
For the first term, we can write $$\frac{a_n}{\ln(n+1)} \mathbb{1}_{\left\{ a_n < \frac{1}{(n+1)^2} \right\}}\leq \frac{1}{(n+1)^2\ln(n+1)} \mathbb{1}_{\left\{ a_n < \frac{1}{(n+1)^2} \right\}} \leq \frac{1}{(n+1)^2\ln(n+1)}$$
For the second,
$$\begin{align}
\frac{a_n}{\ln(n+1)} \mathbb{1}_{\left\{ a_n \geq \frac{1}{(n+1)^2} \right\}}
&=
\frac{a_n}{\frac{1}{2}\ln((n+1)^2)} \mathbb{1}_{\left\{ a_n \geq \frac{1}{(n+1)^2} \right\}}
\leq \frac{a_n}{\frac{1}{2}\ln \frac{1}{a_n}} \mathbb{1}_{\left\{ a_n \geq \frac{1}{(n+1)^2} \right\}} \\
&\leq \frac{2a_n}{\ln \frac{1}{a_n}} \mathbb{1}_{\left\{ a_n \geq \frac{1}{(n+1)^2} \right\}}
\leq \frac{2a_n}{\ln \frac{1}{a_n}}.
\end{align}$$
Together, we get
$$
0 < \frac{a_n}{\ln(n+1)} \leq \frac{1}{(n+1)^2\ln(n+1)} + 2\frac{a_n}{\ln \frac{1}{a_n}}
$$
which allows you to conclude by theorems of comparison.
I didn't realize until the end. I've edited my answer to add something pointing this out. – Clement C. Apr 21 '16 at 17:22