Consistancy is the key here.
First, if your horse is young, I wouldn't worry so much about the headset as impulsion and being forward. The headset can come later. If your youngster pulls a lot, you have to teach him (him, right?) the basics of self-carraige; don't let him pull on your hands, much less lean on them. He can carry his own heavy head, you shouldn't have to!
To get a youngster (or any horse, come to think of it!) to get a headset, they must learn self-carraige. You want your horse to be able to move freely and loosely through the body, with forward impulsion and the ability to supple to the inside and outside either direction, before asking for headset. Headset should not be a priority with a young horse. I would rather see a youngster with flowing movement and its head above the vertical than a short-necked, short-striding horse.
Okay, so onwards and upwards:
First off, for a youngster, you should be asking for a "long and low" headset, rather than your typical dressagey "chin tucked in" headset. By this, I mean I would like to see the horse round through the back and neck, with the neck low, and chin tucked slightly in - think hunter horse style, with the poll at the height of the wither. I do not like to see your typical dressage "swan" neck - that will come later with training.
Now comes the controversial part, where people argue whether to "check and give" with the outside or inside. I have tried both training methods, and for flatwork, or dressage training, this way works best. I took a clinic from Leslie Reid (a top dressage competitor from Canada) and she did things this way.
To do this: get your horse moving forward at a walk, and hold steady with your inside rein. make a "checking and giving" motion with your outside rein - this is not a big motion, but more like squeezing the water out of a sponge. The horse should not resist this action, rather move into it. A good headset comes from leg, so you do not want your horse to slow down at all while you are asking them to give to the rein. Keep asking them forward with your leg, asking them to move into the contact, to move with your hand and leg in order to come down into your hand. They should be bending to the inside, not the outside.
This is a very difficult topic to explain without being there in a lesson, being able to see you and the horse. That introduction to giving to the rein is very breif, and I apologise for it, but I want to have fingers left after this post, not just bloody stubs.
Anyways..!
If he already pulls, you might want to introduce him to draw reins. I know some people are very against draw reins, but I have had nothing but success with them. THEY SHOULD NOT BE USED AS TIE-DOWNS. If used correctly, draw reins AID in showing your horse the proper way to carry its nose - they show it the ground. They are a training tool that, if used correctly, can improve your horse's issues with self-carraige. Draw reins do not allow the horse to lean on the hands, insead they encourage the horse to use their own head and neck to hold themselves up.
I would strongly recommend some lessons with a professional trainer. Like I said, it is very hard to explain this without having the time to see you and your horse responding to the instructions, and seeing reactions.
I hope this helped a bit at least! "Centered Riding" by Sally Swift is a great tool in building a good foundation in dressage, so if you can get your hands on that book, I strongly recommend you buy it.
Best of luck!