How to get faster and better at learning choreography?

I have been in both school musicals this year and im in color guard, and both of those involve a lot of dancing. People who came to see the musical said I was one of the better dancers, even when i was saying i wasnt. but you see i have this problem where i always freeze up during auditions for things like principal dancers. We will go over the dance and everything but it takes me longer than everybody else to learn the dance so i basically fail at any auditions because i forget the steps. It's really embarrassing and it really sucks because i know i could be a great principal dancer if i only didnt fail the freaking audition. I've never taken any dance classes but i do have natural rhythm and i definitely dont suck, even though i would say im even close to the best. So basically how can i get faster and better at learning dances so i dont fail so much? This is the first year ive done any kind of dance btw