Grip with your calves, NOT with your knees :)
Ray, I hate to contradict you but this is not something a rider should strive to do. Many of us, including me, do grip on with our calves when we are feeling insecure, but ultimately, it will give you a less secure seat and will start a string of other troubles. Such as:
When you grip with your calf too much, it come to being grip with your lower calf and even grip with your ankle and heel. Your heel comes up, you lose your stirrup, you are squeezing into your horse's side at one of his most senstive places and causing him to either dash forward or suck back, but make him uncoomfortable . Your lower leg locks and you no longer have a leg free to use to give aids with ; you are fundamentally leaning on the "GO!" button, non-stop, so no way to say "dont go" or faster or slower, or wegith to the left or whatever.
It will cause you to curl forward into the fetal (or "fatal" as my trainer used to say, Position).
All these things are directily linked to gripping up with the calves, especially when cantering.
You need to relax your pelvis . LET you seatbones and pelvis follow the horse's motion. Really trust him to carry you. He's been cantering all his life and can manage just fine wit you onboard. Sit up and ride YOUR pelvis, while you let your pelvis ride the horse. If you must grip, think about gripping a bit with the whole of your thigh, like a clothespin clamping onto somthing, but really think of your feet being so long that your heel will make furrows in the ground.
Take you time . Every single one of us has gone through that plac where we feel like every time we canter it's going to be disaster. IT WILL get better. Look for improvements and celebrate them, and try to duplicate them.