Actually it is almost impossible to relax when learning a new skill. The cognitive brain needs to shut down as many variables as possible so it can focus on the very few things it is able to control. Stiffening up the joints is one way this happens.
Too much instruction or trying to learn too many things at once just exacerbate the problem.
'Just relax' may well be an instruction to try and do less mentally and accept that execution will be less than perfect.
By way of example here is a clip of Borat learning cricket
http://www.youtube.com/watch?v=txfHVG3ioAs
some sage wisdom there for instructors and students I think
best,
dan