If your money is tight and you can't quite make the fees for that first class Pilates training, the You Tube is the way to go. These are just a couple of videos of many available out there so have a good search and you should find something you really like. Pilates helps you with body awareness, flexibility and suppleness - the qualities you want from your horse and that won't be there if you don't have them yourself.
If you have troubles keeping your legs or your upper body in the correct position (does your instructor constantly remind you to keep your legs underneath you? upper body back? thighs down? heels down?) - the success to your position is in your pelvis - the biggest joint in touch with the horse. Your pelvis is what stabilises you on the horse (not your gripping inner things) so have a look at how to work on the neutral pelvis position that makes everything else a hell of a lot easier: