Grimma,
Here is what to do. Use this list of minimal pairs (i.e. basically, words that sound the same apart from one sound e.g. pat/bat, lit/let, less/leg):
four/thaw, fin/thin, fawn/thorn, free/three, fred/thread, fort/thought
reef/wreath, deaf/death, half/hearth, oaf/oath
Start by talking about the difference between the two sounds. 'f' is produced by touching the top teeth to the lower lip and pushing air out ('v' is the same except you use your voice at the same time). 'th' is produced by touching the top teeth with the tip of your tongue and pushing air out (hard 'th' as you called it is the same but using your voice too).
So 'f' could be described as a ''lip sound'' and 'th' as a ''tooth sound''. You could use these terms to help distinguish between the sounds if that helps your dd.
Then, as wigglybeezer says, do lots of listening with her to the difference between the two sounds 'f' and 'th' on their own -you make a sound and she has to tell you which one you said. Perhaps make a pack of cards, 20 of each sound, she then has to choose a card and make the correct sound.
Then listen to the difference between each pair of words. Concentrate on a pair of words at a time. Start with her listening to a word and then identifying it to you (perhaps have 2 piles, one for each word/sound), then she has to pick a word from the pack and you tell her which one she said (use the pack of cards so she has to use both words not just the ones with the 'f' sound in!).
If she says the word 'fin' but means 'thin', you tell her she said 'fin'. This will give her feedback for what she is saying.
If using pictures for each word helps, try this link. You need to scroll down to get to the right words.
Once your dd is consistently using the correct sound in single words, start putting them into sentences or make up stories with them in.
Sorry for very long post. I hope it makes sense and is of some help.
wiggly - you need to now turn the work around so that your ds now does the same games but with you doing the listening and him doing the talking, iyswim.