Kris, moving the thermostat is not the answer; this might make the bedrooms comfortable, but the rest of the house will be too hot.
The right thing to move would be the heating registers. As you were told, the registers need to be against an outside wall, below the window is good, and the cold returns should be near the doors into the room. This may be a situation where adding a second heating outlet in each room would also be appropriate, but most important is moving the existing ones if you can do so without problems like finished wood floors. If the rooms are carpeted, I'd move them.