Have you tried "workplay"? it's probably not the offiial name for it, but i'll explain later. First off, you'll need to sahow him that you are boss, example, you're in the stable or wherever, giving him a groom. Do you move around him? If you do, then don't,. it sounds harsh, but you're being fairly submissive towards him and making him or her feel important. If you need to get around the front, and their head is in the way, move them back, they'll learn to respect you and with this bonding will come. When you are leading him about, does he for exampkle stick his head down to eat any grass ? This is perfectly natural and very common, as is the moving around them. Don't let him, it's opkay to leasd them into a field if the main intention is to let them graze, but you need to show them that this is not the task in hand, and not what you have asked him to do.
Workplay, This is a form of dominance again, showing him or her that you really are in charge. Is there a sandschool or small field in which you could try this in ? Using your physical energy, big yourself up and walk toward them, they should move away (silly as it sounds in this case), you can speed them up, simply by acting or appearing bigger, the alpha to your herd. Doing this will not only set lines of which they will cross with "bad" behaviour, but will treat them to respect you, and show them tht you are the alpha in the herd, and you are the one that they need to stick to (dating to when they were wild) in order to survive.
If this is unsuccessful, you could always try swinging a leadrope at an arms length. but at a distance at which they wouldn't get you if they were to kick out. (probably a little confused at first) This reinacts the natural behaviour of them selecting the hierarchy. This will gain your respect.
this is back to the grooming bit, ask him to pick up his feet as much as possible. this may sound ridiculous, but in the wild ( there it is again :L ) this would be their only way of escaping. They are offering you their escape and way of freeing themselves from any bad situations as their first thought is "RUN", by doing this, they are showing that you have their trust, and that you can move on to do more of the fun stuff.
Have you tried taking him or her to a place they don't know ? this would show them that you are someone that leads them into places safely and doesn't cause or lead them to danger. Just with a headcollar down a little lane they've never seen, would help them to undertand that you're not out to get them at all. Make sure that he or she is settled into the new yard before you begin, but as they are shown that you won't hurt them or doing anything stupid with them, they will begin to respect you and want to be around you, especially if they see you as the alpha.
Everybody has a different method and opinions and this is my own, i've worked with a few horses, and this worked with a giant in Pinged, she loved it and it was fun to see her reacting to the way i acted. Actions and reactions are the basis of man to horse relationships, but not only how they react, how you react to the things they do. Persistance is a key, and you may not see much difference the first time round, but it will come, and you'll begin to see him enjoying your sessions where he can let off some steam as well. It's important (to me) as well, even when you're riding a horse, to have a little session at the end or beginning of a ride, where (eg) you'rein a field and they get exactly what they want. They will appreciate you letting them take the lead. I once did this on a cob i used to ride, at the end of a ride, i'd lead her over to a distant corner of the field, and just hold on, silly as it asounds, i think she was all the better for it. She bucked and reared a lit