I pretty much taught my horse by the same method that Saddlebag said. Before that I tried holding the hoof until he quit fighting but he always managed to get it back from me.
I got my horse out in the riding arena on a line and kept the whip laying at my feet on the ground. Pick up a foot...if my horse took it back, then I made him run and if I was able to hold it for a couple of seconds, I put it down and rewarded him. Of course as he progressed, I increased the time I held it, started picking it out and even tapping on it with the hoof pick and then a hammer. It took a while for me to really work it out of him.