What to say to this girl? And when or how?

Ok. So in my flute class at school, there is this girl named Sarah. She is one of the best flutes in the section. Im not bad or anything, but i do admit she is WAY better. Whats bugging me ad my friend is is that she is always telling us what we did wrong/ or how to play it. She thinks she knows it like way way way better then us. it is starting to get on my nerves. She also has this sidekick girl named Ashley. Theyre both pretty snobby, telling me and my friend what to do. What should I say to them? My friend has already tried" we don't need helpp, sorry" so please don't give answes like that.