First of all, does he have a lameness issue that would be causing this? Have you had him checked by a vet and chiropactor?
Secondly, since you just got him, is he in shape? If he is not fit, he may be unbalanced or his muscles may not be able to "hold" himself in the lead. He may just need more fit work.
And of course, we always need to make sure that the RIDER isn't accidentally cueing him to switch. Really watch your weight cues, and leg cues, and hand cues to ensure you aren't accidentally asking him to do it.
∞•*˚ Βгįťţαňγ ˚*•∞
It is not enough to know how to ride; one must know how to fall.