I'm going to assume you being just long lining.
I've done it with my horses. Though I haven't done it recently. I like the freedom that you have (you don't have to be going in circles all the time) and since you can go any which way you want, there isn't as great a stress on the joints. (thats my belief, I have nothing to back it up)
I use a bridle with a bit, a surcingle and 2, about 22 foot lines.
Two of my 3 horses picked it up right away, my third was a bit unsure.
My app gelding took right to it.
Turning is just like turning when you're riding, as is backing etc.
There's a great book that teaches someone the basics of it. Though it is safer and better for someone to get lessons so they really know what to do, then just guessing from a book.
Eta: This is the book, 101 lunging and long lining exercises. http://www.horsekeeping.com/horse_bo..._Exercises.htm