If what you were told isn't working for you, I'd say ignore it.
I've never worried about keeping my knees close to the tank. The only time I'd ever cover the rear brake is if I was in traffic, expecting to have to stop in a sudden and was also covering the front brake. I find on the bandit 400 it is actually more comfortable to have the peg under the ball of my foot, even when just riding in a straight line.
Chris' advice is good.
To help getting comfortable on the bike, I reckon it helps to move around, try different positions etc. Try supporting your weight on the footpegs more when cornering. The book "Proficient Motorcycling" has heaps of good advice for road riding, including stuff on getting more comfortable on the bike.