Relax, and allow that weight flow to naturally occur. Allow those heels to be your anchors. BUT in order to do that, you must have proper foot placement in your irons.
The base of the iron should be on the balls of your toes, where the outter bar is at your pinky toe and the inner bar is at the ball of your big toe. That way, your ankles can relax and act as shock apsorbers. When your ankle is relaxed, that will aid the weight flow to sink into your heels.
Then when you have proper foot placement, you need to ensure that you have proper toe angle. You should has at least a 45 degree angle in your toes. Your toes don't want to be strait forward, nor do you want them beyond a 45 degree angle, you have to find your "sweet spot" of correct calf placement on your horses side. Find what works for you.
THEN, you can achieve a solidified lower leg. Knee's not gripping, proper foot placement in iron, proper placement of calf on your horses side. As George Morris says, you are not ontop of your horse, you are wrapped around your horse. So imagine yourself wrapping your lower body around your horses girth - that's where the proper calf placement comes into factor.
I also highly suggest that you get put on the lungeline, with no reins. Spannish Riding School Riders, are put on a lunge for a year with no reins, before they are given freedom - because they must achieve a solid seat and lower leg. Balance!
When you are put in a saddle with no reins, you are forced to find your lower body, I highly recommend it for all riders. No one is too good to be put on a lunge line. When I want to correct my lower body, my coach puts me on a lunge line with no reins, so that I can correct myself and get back to where I need to be.
Lunge Line work, works wonders!