I've found that circles are very helpful in getting your horse to collect. Different sizes, and spiraling down from big circles to little ones a the trot and canter also helps. It encourages your horse to engage his hind end a bit more and have a more collected stride.
Also, figure eights are very helpful in collection because your horse will have to use his mind to complete the shape of the figure eight that you are asking of him. One exercise that was very helpful in getting my own horse collected at the lope was transitions during figure eights- I would trot the straightaways and pick up a lope for the curve, and then transition back down to the trot for the next straightaway, making sure she was relaxed at the trot before picking up the lope again the other way.
Hope this helps, and good luck! :]