Honestly you might just be incompatible. It happens. But only having been with her for a month, I don't think "working on things" is necessary. You're still in the timeframe where you're figuring each other out, and seeing if this is a relationship worth pursuing. If im being frank... it sounds like it's not. But in the interest of working things out, here are my thoughts.

As far as sexual feelings go, these things take time and if she's not yet ready, all you can do is wait for her to become ready. Don't make the mistake of pressing the issue. When you're kissing or touching each other, don't feel like you need to take things further than you have before. I know lots of guys will try to get just a little farther each time they start making out, but play it in the safe zone for a while and make sure she's comfortable with your body and her own. Ask her verbally (and maybe even outside of a sexual or romantic situation) if she'd like to try X or Y or Z, and if you go for something while in a sexual/romantic situation, make sure you ask and stay respectful. It sounds like her personality type is one that likes to be in control and not feeling too vulnerable, so while her boundaries can be pushed over time, don't try and break them. Let her know (not just through words but actions) that you respect her and want to make her comfortable.

It might help to know what kinds of other issues are you having?