Just make sure you keep up with corrections along with your games. You want to make it fun and a learning experience to! (heels down took me YEARS to get, i started when i was 7. but i also have a bad ankle due to surgery. not sure if that effected my heels down issue or not lol)
You could always start teaching her the western games. obviously not at a fast pace. but start teaching her the basic patterns for barrel racing, pole bending, keyhole, down and back etc. if she wants to be a barrel racer then she may enjoy that :)
You could also try doing obsical courses aswell, nothing extreme, but if you have something she can hold and carry with her for the course (eg. a small bean bag, a horse brush etc) then set up a small course. like some logs to walk up, a poles to weave etc. and at the end have a bucket to toss the object into..... i'm not sure if that made sence so heres an example.
have a starting line. then say walk to a pilon, jog from that pilon in to another one (she can work on her posting here or heels down!). slow to a walk and weave through some pilons, walk over 3 poles, then go to the bucket and drop the object in.
you can change it up to make it more chalenging etc.
If your willing to print things out you could make up your own games :) like the horse colour game! teach her horse colours. take pictures of diffent horses in the barn that are diffrent colours (or if thats not an option take it from the internet. but i find kids seem to enjoy it more if they can see the horse themselves, kind of makes it more persinal) and tack them up around the arena at diffent spots. then have another seperate paper which each horse colour on it. then she can ride around the arena, fuind that horse and stick the colour to the horse.
say this is one of the ponys from your barn (its not. its actually one of the ex theraputic ponies from my barn lol her names Luna) you would print this picture out. (along with pictures of horses of other colours) and put them randomly around the arena. (you could even hide them to make it more chalenging)
then on a seperate paper write/type the word :gray. give her this paper and let her ride around and find the correct picture.
Thats all I can think of off hand. I love games :) but most i can think of involve more then one rider.