acuba,
Practice, practice, practise. Oh, and then some more practice. That is how you change any habit, flying-related or otherwise. And that's all your looking at instruments all the time is - a habit. And when your instructor reminds you to look out the window, just do that; don't run around in your head beating yourself up over having made a mistake yet again. Ditto for using the rudder.
And don't listen to all these people on here telling you knowledge of instrument flying is wonderful. It is, but you need to learn to fly by looking out the window first. Anyway, why not, on a lovely day like this? That's what you're up there for, isn't it.
It's a common problem, and you're very new to flying, so please stop worrying so much. Ask and try and correct, yes! But don't worry; if you work at it, it will get better.