You said you're having trouble keeping her headset during transitions, which most people do. When green horses go from walk-to-trot, trot-to-canter, or walk-to-canter, they will throw their head up. You can't really punish a horse for this, because the reason why they do it, is because they are lifting their head, neck, and forehand to push with their hindquarters. Once the horse builds muscle in their back, then they will be able to go through transitions with a smooth headset. With that being said, don't look for a change over night (or over a week or two). It takes at least three weeks to build solid muscle, and although you can get a horse to perform a walk-to-trot without tossing it's head in one week, it will not be CORRECT.
With that being said, start at walk to trot, obviously. With two hands, pick up your reins and establish contact. You can keep your hands low and wide (called 'funneling') to help her place her head low and keep it their. If you put contact on the reins and she doesn't give at the poll, DEFINITELY work on that first!
When she gives at the poll, she is calm, and her neck is level (you can start this with a higher, more 'dressage' head carriage to make it easier on her), ask for her to jog/trot. KEEP the contact in your 'funneling' position. Don't let her speed her walk up into the jog--if she does, stop her, back her up, and try again (and just like last time, don't punish her! Just show her that was not the right answer, lol). As she makes the transition into her jog, if her head comes up, tighten your hold until she stops and DON'T let go until she gives her head (breaks at the poll). Once she does, release pressure and immediately try again. Ask her to walk, 'funnel' with the reins, and ask for the jog. When she moves into the jog and listens to your rein cue that is telling her to keep her head down, release slowly as you let her move into the gait. Once she does this consistently, you just wean her off of the funneling hand position until you can just pick up the reins with one hand, and cue.
The same goes from jog-to-lope. Take a hold of her face, and when she gives, put her in the position to lope and kiss. If she tries to hurry into a trot, IMMEDIATELY stop and back her. Again, not a punishment, just a "wrong answer!". Do not let your horse get sloppy with this! Then go and ask her to lope again from a jog. If she does nothing, give her a little extra outside leg to 'pop' her into a lope. If she canters, don't reprimand her and just let her move out for a few strides so she knows she did the right thing. Then again--back to the jog.
It is harder to teach the jog-to-lope and walk-to-lope because your hands need to follow her head as she moves, because you have contact with her mouth. You'll get to the point where as soon as you know she's set in the gait and not going to move her head, you can release your rein pressure.
Also do it in this order-- walk-to-jog, jog-to-lope, walk-to-lope. Don't move on to the next one until you have gotten a hold of the first one, and try not to drill her so bad so she can use and build the correct muscles.
Downward transitions are pretty much the same; 'funnel' with your hands. It's an interesting feeling, but as your coming from a lope-to-jog, you need to follow her mouth and 'guide' it to stay long and low. It is not a tug-of-war or steady, unrelenting hands--you need to have very good hands to be able to teach this!