Heels Up or Down
Read the last 2 articles in "Training the horse the classical way" in Horse Training.
You'll see that a key factor is the way you sit in the saddle and the positioning of your legs.
Another factor is the tightness of your calf & ankle muscles - maybe you need to do some stretching exercises.
Another factor says that when you are in a stressed scenario you automatically press down on the balls of your feet instead of the heels. You have got to change the automatic reaction in your subconcious brain.
But is is for the instructor to explain all this - not me over the internet. Ask her why you are having a problem - make her earn her lesson fee!