Weak Hip Flexors

I love pilates. This is weird for me because I can't say that about any other exercise, but in pilates I feel more competent and like I'm getting a great core workout. The only problem is we do a lot of leg lifts and my hip flexors get really sore. My instructor says not to push it because those muscles are quite complex, but I want to get the most out of my workout so I can improve.

So my question is: how can I make my hip flexors stronger and/or take the pressure off them when I exercise? Are there any stretches I should be doing?

Thanks for any advice about this.