Hi Ken, welcome to the DhO!
I can't sit cross legged at all. When I sit (i more often lie on the bed) I use a meditation stool. If you're in europe, you can check out my site that sells such things. See
Calming BreathIf not, or if you just don't fancy kneeling with a bench then you may need to work at stretching out your
piriformis muscles. They may or may not be the cause, but are a good place to start work.
Good luck on your first Goenka!