Go into an roundpen and ask the horse to trot on the rail. Once your horse picks up the trot for a few strides, loosen your reins to where you have almost no contact. The horse will feel the release and without the guidance it will typically start to move faster ... once he does, immediately grab the reins (don't yank, just collect) and halt your horse/change directions. Your horse will not only slow it's roll, but you will have a slow trot with loose reins (just like the western judges love). Do the same with a canter. It's important to immediately pick up the trot after the halt/direction change, but don't let your horse do it on its own. It will start to learn, "oh, we stop and change directions, then I have to trot again." so he'll start turning quicker and going into that trot on his own. Don't let him! ALWAYS give him the cue! :) This has always worked for me, so maybe it will work for you too. Good luck!
Working with your horse should be like dancing: Someone must lead, but you must both work together to accomplish what you want.