Oh how I know this. I'm trying to get Koji to catch things, he's kinda getting it. I make him watch Miko, who's an expert at catching things. Here's what I did.
First, like someone else mentioned, I bought one of those soft material frisbees. I don't think Miko liked getting bonked in the head with the harder plastic ones. I did use the plastic one to roll on it's side though, so he'd learn to chase it and really want it.
Secondly, and this is how I heard to teach them to catch. Play keep away with another person. Don't allow the dog to grab it from you, nor grab it off the ground. they have to learn to grab it "in the air". I typically would let Miko have it if he's close. That way, he's not frustrated. However, by playing keep away, he started jumping for it more, really wanted it more. Wanted to GRAB it OUT OF THE AIR.
I'd try playing keep away and see how how she does. Miko loves to catch (more so than fetch). And DH loves throwing things at Miko for him to catch (usually it's soft plush things). You throw it like a baseball, and he'll catch it (strangely though, he won't catch food, go figure).
Good luck.