I have some of the Winsor Pilates DVDs, and although I've fallen out of touch with them I can't say I've had that issue. However, for several exercises I support my lower back/tailbone with my hands to help provide stability & make it more comfortable. Not sure if something like that would help- once you're feeling better, of course!
Side note, Mari Winsor is a Kappa
Okay... you're making me feel like I should get back on the wagon. Pilates today for me!