I have a paint mare that used to do this sometimes. I would try to make a large circle at one end of the arena and she would cut in towards the middle. She did this even if i was not circling. She could have her neck bent all the way to the rail and she would still be trotting sideways to the middle. Im just curious, does this mainly happen to you at the trot? My horse is fine at the walk and canter, its just the trot that gets us. However I have found using a ton of inside leg will help. Also, whenever she wants to cut in towards the ring you could try making tight circles. That way he'll learn that if he wants to turn towards the center of the ring you'll let him - but he's not going to have any fun doing so. Hopefully you'll have him listening to you soon, good luck.