I agree with HunterJumper. My horse, awhile back, pulled a raised ground pole under himself and it scared the crap out of him. After that he had genuine fear. So I did approach and retreat, never pushing him, and now he's back to his normal routine, but even more confident.
If the horse has genuine fear, don't push. If he's simply stopping and saying "I don't wanna" then be a little more firm. You have to know when to back off and when to be a little more assertive. And with sensitive horses that's a very fine balance.