The key with the simple changes is not to get the horse in and out as fast as possible. You want 3 to 4 steps of walk between leads with a very good, collected walk. In these walk steps you really need to focus on changing the bend to get the new lead - bend is what is going to help you through the flying changes.
It's tough to suggest anything without a video because every horse is different however a few pre requisites are: a good 3 beat canter in collected and medium gait with easy transitions in between, a good simple change with 3-4 clear collected walk steps in between, a good counter canter, and a high degree of suppleness and bend.
As far as for an exercise you can start out by cantering down the wall in a collected canter at a working, almost medium pace. After b or e, turn onto a 12-15 m half circle and ride back to the wall, aiming for well before the corner. You want to collect in the turn and come onto the 'diagonal' with a bend. For the first couple times do a simple change, then ask for a flying change. As far as the aid it is important to remember to slide the legs to the new canter lead, not take them off and place them again. It can also be helpful do lower the new outside hand a few strides before the change to help the horse jump into the new outside rein.
Other than that just play it by ear and alter the exercise as needed. Good luck!
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Last edited by ~*~anebel~*~; 04-19-2011 at 02:55 PM.