How long have you been riding?

Basically the only way you get better is practice, practice, practice.

Having your instructor tell you to relax your legs is a great way to learn too. You have to recondition your body so it knows the proper way to ride and thats what you are seeing.

If I were giving you lessons, I might take your feet out of the stirrups at a walk and trot too, to help you learn more balance.

Just give yourself time, it never happens overnight. You will get there.

I started riding about 11 years ago. It took me a while to get more comfortable around them. And learning to canter took quite a while! The arena we had to ride in was a bit small, so I felt like I would fall off when we had to turn at the corner of the arena when trying to learn to canter. Then one day when my 4-H group was at the fair, I was in one of those horseback game events, and I had to canter back, across a long long arena, and it just clicked. I think because I had a long distance to be able to canter in a straight line, and I was able to find the right position to sit and keep my balance.
Take deep breaths, and when cantering, you want to be leaning slightly back. I used to end up leaning forward when trying to canter, which throws you off balance and makes your legs rise up.
Lean a little back and stretch your legs down into your stirrups before you start to canter.
Just keep working at it!! Good luck!!!

Well, sometimes you just need to work with you and your horse. To build up confidence, usually you go to a riding instrutor and take lessons.