Warwick's got a video for that too =D
The easiest and most effective way I think to keep a horse paying attention is to have a consequence for not paying attention. I am currently working with a horse who used to do this. He would just zone out and not pay attention. What I did is I asked him to shoulder-yield by making pushing motions at his eyes, and when he moved over, I would immediately ask for a hindquarter yield by looking sideways at his hip (these are things he had already learned and been using for a while). The consequence for not paying attention and just zoning out was he got a pop on his hip from my carrot stick. I also practiced this when lunging him and asking him to roll back. I would stop him and let him rest, then point the other direction. If he zoned out and didn't pay attention, I'd take a few very rushed steps toward him and threaten to pop him on the shoulder with my carrot stick.
You can't beg for a horse's attention, they have to learn that paying attention and following you is a lot better than getting distracted and being on their own. Think about it, if a boss horse and another horse were in the wild and the boss horse saw a cougar and took off, but the other horse was ignoring the boss horse, that horse would get eaten.