It might help if you have a headboard or something to hang onto. Also, you might just have weak-ish legs, which is fine; you can lean forward onto your arms/elbows to support some of the weight. You can also get your man to help you out by holding onto your hips and doing some of the thrusting for you (or at least switching it up every once in a while).
I’m afraid I’m not the world expert on cowgirl position, as I have hip problems that prevent me from doing that posish more than ~once every few months. But you’ll get better with time. It’s all about leg strength and establishing a rhythm, both of which improve with practice.