You have already gotten some good advice from Cam, YLL and Shell. I have just a few things to add.
Some exercises you may try are when you are off the horse
try walking on your heels or stand with the balls of your feet on a step with your heels hanging down lower to get the feel of how your heels should be down when you are on the horse.

One exercise on the horse that always worked for me was riding without stirrups at a trot or even canter, then you are forced to have the correct leg position or else you risk falling off. You would just cross your stirrup irons over the front of the saddle and start at a walk then a trot and focus on keeping your heels down and your legs in the correct position. When you get the stirrups back on then it should feel better to have them in the correct position.

I have a question, are you in a group or private lesson? You will get one on one attention in a private one but if you are in a group one make sure you keep asking questions of your instructor, it is part of her job to answer it and show you the correct position of your hands, legs etc.
Finally practice, practice, practice, there are a lot of things to remember but keep thinking in your head about your legs and hands etc, it will get easier. Good luck!