I hope by gallop you mean canter. Please no not gallop into jumps.
It's funny because I also have an Anglo Arab who had this problem, although instead of running out he loved to slam on the breaks and dump me over the jump!
Take it nice and slow, if he is okay to pop over a small jump in trot then continue with that until he is feeling confident (and you too!)
Do some canter pole work so he gains confidence cantering over something and works out his rhythm.
I find grid work; a grid of about 3 or 4 small jumps is great for nervous horses, it really helped me and my horse with our confidence and rhythm.