You've gotten some great advice. Just keep working with him and try not to get frustrated. Some things cannot be taught in a couple of days or even a couple of months. Are you trying to get the uber collected, behind the vertical, WP headset that seems so popular with reining trainers these days? If you are not going to be competing at a pretty high level like NRHA, then I would be more concerned with keeping it natural and comfortable for him.