I agree with starting over poles first at the walk, trot and canter respectively. If your horse is afraid to go over them try leading him from the ground back and forth about 5 million times. Ok so I'm exaggerating. How many times you need to do it depends on how your horse responds. Do it until he's comfortable. Then try riding over it.
Once he's comfortable with that try raising one end of the poll up about 6 inches. Start walking over the lower end then gradually move towards the middle. Once he's comfortable walking over it, than trot and canter over the middle. At this point I'd also get into 2-point at least for the first couple of times in T and C in case he decides to hop over it. Again if he's nervous about it walk him over from the ground.
Now you're ready for a small crossrail. Follow the same steps as before. The only difference is during the walk you stay in the middle. Eventually you can move on to verticals. By then your horse should have enough confidence that you won't have to lead him over every new jump.
Remember, every horse is different and one person's method may not be perfect for every horse. So it's important that you have the supervision of someone experienced when teaching your horse new things. Good luck!