Hodgson replaced Lawrie Sanchez at the end of last year, but has steered the club to just one victory so far.
And while McBride feels Hodgson has the right plans for how to improve matters on the pitch, he admits the players have not yet managed to fully get to grips with his ideas.
"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."