If you are doing these bent over (the same position as doing a kickback with dumbells--as Cathe shows in the HC workouts), that may cause the rear shoulder to work more to hold the arm in place.
Since bands don't need to work against gravity to be effective, the way weights do, I suggest you try the move standing up: do one arm at a time by holding onto the band in front of the right shoulder with your left hand, then straigtening your right arm down (to work the right triceps). This somewhat emulates the tricep push-down station at a gym.
You can also work both arms at once by draping the band around your neck---though it can be a bit uncomfortable on the neck.