I follow Clinton Anderson's Downunder Horsemanship methods. Joining up is not only about chasing the horse in circles and making him change directions until he is dripping in sweat. There is a reasoning behind that most people don't understand.
Working in the round pen, you send the horse away from you and depending on the horse's personality, you might just ask for the trot at first (such as if the horse is very scared, etc) Then send the horse into a canter and when you ask for change of direction, you step in front of the horse's driving line and then back up. At first, the horse probably won't understand what you want and he'll ignore you keep going. Repeat the exercise over and over. Sometimes you have to really get in front of the horse to make him understand. By backing away, you are "drawing" a horse to you. What you want the horse to do is to turn his head into you to change directions, NOT his hind end. 2 eyes, not 2 heels. When a horse turns his butt to us, it is a sign of disrespect. When he does this in the rp, you will make him go back the other way and then will turn up the heat. Not for long, maybe just a circle and then you ask for the change of direction again. Repeat this exercise until the horse turns towards you for the change of direction. When he does this, leave him alone and let him continue cantering at a normal, comfortable speed. With rp work, horses learn to rate themselves and conserve their energy because they don't know when you're going to let them stop. When you're ready for your horse to be done, step in front of the driving line and then turn and walk away. Horses are curious creatures and will be inclined to come to you when you walk away. It is important to walk in circles around the horse because it is easier for them to follow you in a circle rather than in a straight line. At first, your horse will probably not follow you all over the rp and that is okay. Teaching a horse this takes time. If all he does the first time is stops and turns to face you, THAT IS OKAY!! It's a start and be happy he's not walking away from you. Also remember that if he stops and starts grazing or walks/trots/etc away from you, you must put him back to work. With consistent work, he will learn that the place he wants to be is in the middle with you and when he's there he doesn't have to work. This is the first step to developing a true working and respectful relationship with your horse.
I use this method on all horses if possible. It makes them more respectful in hand and under saddle. Check out lunging for respect videos with Clinton Anderson on You Tube. I have tried many other methods and none have done what CA's methods have done for me. His training methods are truly amazing.