Parents usually used to order about the position of their child if he doesn't sit properly, in order to teach him politness and respect. In my native language we say something that may be translated to "Sit nicely, please". What's about the natural equivalent in English?
The phrase sit nicely, please seems perfectly fine to me. However it is rather dependent on the child knowing what nicely means in this context so parents usually say something more specific like sit up straight which has already been suggested in comments. The phrase sit still is also used although it represents the triumph of hope over experience as toddlers never sit still whatever inducement they are offered for so doing.