I've seen unhandled/mishandled broncs try and jump out of the round pens before. It's good of your trainer to tell you not to do it if you have no experience, because it seems like an inexperienced person might have gotten into this mess in the first place.
Some horses will "run themselves stupid" and get hurt because they are reacting blindly.
I usually employ "longing for respect" in the round pen several days before I do join-up, just because I can judge the temperament of the horse. I can also encourage his head to be tipped to the inside. Many NH types will use the lasso as a war bridle during join-up on particularly rough stock to keep them from running stupid.
When you longe for respect, you are asking your horse to send and yield his hindquarters with the aid of the line. So the horse knows the gist of your body language and you can ask for your horse's focus manually. I did this with my yearling and after did join-up, and it significantly shortened the time I spent sending her (because I did not want to hurt her young legs, as join-up can be very vigorous on horses). Now, halterless, she trots large circles around me, small circles around me, and yields her hindquarters quite lovely and no "running stupid" in the process.
Last edited by oh vair oh; 04-23-2013 at 10:31 PM.