Hi,Jeannie. You have my sympathy both during the building process and during the learning to play phase of the project. The plywood will bend some but you did not say how tight a curve you were trying to bend it to. One trick is that the water should be as hot as you can stand prior to removing the wood from the water. One drawback is that soaking the plywood for too long could cause the plys to separate. The glue used is the key. On regular plywood, the glue is not waterproof. On exterior grade or aircraft plywood, it is. There are more plys on aircraft grade plywood and the more plys will resist bending.
There are some other tricks for bending, but I wonder if you have the tools and equipment. They also make a special plywood for bending but it is only available via mail order, as far as I know.