Can you think of why you may be struggling in that particular module? Is the material something you've never studied before?
If you have a final exam or similar, maybe you can talk to an advisor and explain your troubles. Ask other course mates for help if you do not understand certain learning points. It means putting your pride to one side, but to get what you want, you may just have to!
Research is something which is a constant learning curve. With regards to your worries about the MA grades reflecting on PhD work, I wouldn't think so, as long as you enjoy it! But in terms of improvement, seriously get to the reason why you're struggling and ask lecturers or colleagues for advice.
Good luck!