This here can be a common problem when you are just starting out with aerial yoga. But, chances are, the main reason you are having trouble wrapping your legs is probably that you are too afraid to lower your back. The overall process of doing so is not too difficult and you simply need to trust that the system is going to hold you.
Really, all you need to do is lower yourself back and wrap your legs around the trapeze. Granted your feet are hooked correctly, the swing is going to hold you securely. Of course, that grants the question of how you hook your feet correctly. Well, that is where tutorial videos come in handy as nothing we could say could better portray how it is supposed to be done than by simply watching how to do it yourself.