Make sure when you are picking them up you aren't bringing them too far out to the side.
How do you pick them up? Do you run your hands down the leg and squeeze the fetlock whilst giving a verbal command to pick up? If he tries to pull away hang on to him, but make sure you're not in danger of being kicked. My new mare had neglected feet and a past injury causing her to be sensitive about her legs it's taken her 6 weeks to trust me enough to pick them up without any protest and pick them out. When the farrier came she was dancing about on three legs and trying to walk away but he held on to her (moved with her so she didn't fall over) and she soon settled and gave him her legs no problem, then proceeded to fall asleep with her head on his back, bless her.
Spend lots of time grooming and fussing him and spend time getting to know each other, he might not like someone he doesn't know being around his legs. I'm not saying you are doing anything wrong, he just might feel uneasy.
Do you know if he has had his feet done recently, or if he has any injuries/past injuries which might me making it uncomfortable for him to balance on three legs?