This might sound like a dumb question, but how are you using your legs? One of two things is happening. In a loose rein situation, your horse either doesn't understand what you want, or she does and is just ignoring you. The solution to both is the same thing. Even though the ideal situation is to do this with legs alone, if your horse does not respond, you'll need the reins as a backup until she gets it. Instead of thinking of it as using your legs, go a little north to your hips & seat bones. Start from the top with your cues. By using your hips and seat bones as the initial cue, your legs should follow naturally into the correct position to complete the move you are asking for. If you are currently asking by just using your lower leg, your horse probably would just speed up because there's no directional cue (seat bones) involved with the leg squeeze. Another thing you could try is to start doing direction changes in a normal fashion, and then loosen the reins with each new turn until you're using seat and legs alone. It took my about a month to get it all working with my TB. We're going to try it at the trot this week. Should be interesting! Hope some of that made sense. Good luck.