Also remember that if he is backing up and you want him to stop, do not pull back on the reins. Cue him forward, or turn him, but pulling back will just continue him backing.
Is there ice under the snow where he balks? Has he had a bad experience entering a snow bank in the past? Is he wearing shoes, afraid he will slip? It is funny that he doesn't want to head toward the barn.
Palomine: He has had the saddle and everything since I got him. I do know I need a thicker pad and I'm actually ordering one. But we have been up and down REALLY steep hills this past summer/fall. He could be unsure of the footing, I think he might be thinking its much deeper than it is and he has trouble with deep snow. I cleaned out his sheath about a month and a half ago or so.