Fulham players must not shift blame - McBride
Hodgson replaced Lawrie Sanchez at the end of last year, but has steered the club to just one victory so far.
"Since day one, Roy has focused a lot on the shape of the team, getting us to have a greater understanding of movement with the ball and without the ball," he said.
"He's changing the style and we're all having to adapt. He's trying to play a brand of soccer that's attractive to watch for a lot of people.
"It's up to us to understand what he wants us to do and do it - if we don't it's our fault.
"Our shape's been 4-5-1 mostly and there's quite a bit more possession in midfield, which is something he wants. As a team we need to be a little bit more penetrating."