I have the same problem, though he only puts in his front legs and splashes his body! I have made a 'cover' with an opening by using small grade fencing wire (so I can wire it to the rubbermaid trough (it has predrilled holes around the top edges). The wire I mention is not rough and I left an open area on one end about 18 inches wide. So far, it has deterred him, and I used the same apparatus with the trough heater this year (otherwise he just picked it up and played with it). The auto waterer didnt work for me bc once he figured out it sprayed water if you mashed certain things down, look out!! He loved to take it off, smash it down and spray water all over the place. When he got finished 'molesting' it he would throw it down on the ground and it would just run and run and run. The wire idea may sound crazy but it does have to be horse proof (in my case bomb proof!) and it has not cut of injured anyone in the process. (No sharp edges except where you cut to form and I shape it downward and bend the wire under and attach the the body of wire) Let me know (with pics, please) what you decide to build and how. I am curious what you come up.
"If you talk to the animals they will talk with you and you will know each other. If you do not talk to them you will not know them and what you do not know, you will fear. What one fears, one destroys." - Chief Dan George