I am a new horse owner I have owned horses before but not for 15 years. My friend has lots of horse and sold me one he is arabian he had not been riden in 2 years and he came to live with my friend I bought him in February and took slow. We do good in the saddle, but he is a little jumpy when we get away from the barn. He spooks at everything. I am relaxed. When we are in the arena he is really good he dose what I want he to do I need help.
You could also try some ground work - walk him in hand around outside of the barn and away from it. Get him used to other sights/sounds, where you are in a reassuring role on the ground. In the arena, work on "de-spooking" or desensitizing him. Bring in plastic bags, tarps, etc. and get him used to foreign objects.
I think magik had a great idea..but I would introduce scarey object outside the roundpen (with horse in) first...then get closer as the horse settles. The last thing anybody wants is to be in a roundpen with a panicy horse