How I've always done it is if you don't have a good sized roundpen get those rolls of fence tape and make one. Then (I've never had my own jumps) I set up my two barrels laying down and make a crossrail with HEAVY wooden poles. Your jump should be set up at the fence so he can't go around that way and you can put some more barrels/poles up so that it's not very easy to cut in towards you to get around it.
Ask him for a good canter and let him work out the striding and how to handle jumping. If he stops really increase your energy and get his butt moving over it. Now I said heavy poles for a reason. Don't use PVC pipes or anything because then he'll learn "Oh they just come down so I don't have to worry about picking me feet up." and most likely he'll start a sloppy jumping style. With the wood poles (poles not posts) if he hits it he'll go "Oh well that didn't feel too good. I don't think I want that again. *picks feet up higher next time*".
Just let him sort out the jumping for himself. He's got to get a feel for judging distances, heights, and strides so you stand there and just keep him cantering. Cantering over jumps is the easiest for a horse since with the way the trot movement is the front legs will be split and he has to hurry to get that front leg that's stretched back snapped up over the jump.
Reward him with lots of pats and rubs and maybe a few treats. With treats just don't him get to the point where he expects them all the time or bugs you for them. After a good jump give him a good rub and call it a day. Don't ask too much of him too fast or bore him with the same thing again and again. You don't want him to sour.
If you have only just started jumping or have never jumped before, first off I reccomend getting a trainer and learning to jump or finding a friend with an experianced jumper and getting your friend to teach you to jump. This is because when training a horse to jump, they can leap, refuse, run out and you must know how to deal with this. Usually (I am unsure if this is with green horses as most of the time if you push them to high to fast they would be un confident) it is a rider error.
You should get your horse lunging solidly, walk, trot and canter. Then add in some ground polls (as Marrissa suggested it is a good idea to use heavy weight polls). Walk, Trot and Canter over them. Slowly raising them (over SEVERAL sessions) Then once he/she is jumping solidy start again from the beginning with you on his/her back!
I agree with the other posters who recommended seeking a reputable trainer who has horses to train you on. Your horse already knows how to jump. It's going to be your responsibility to allow him to do it, and learn how to stay balanced and out of his way.
Well, if your like me, I just went and set up 2' jumps and jumped them.ahahaha
DO NOT DO THAT!
It worked for me because I have jumped before and I have enough experience with it. Apparently I have really good position over jumps too. IDK!
I would suggest a few lessons. If not, read about it. I would personally set up trotting poles and walk and jog them. slowly move up if your horse is okay with it. Don't go more than a foot without a trainer because you don't want to be unsafe and not doing it right. Not that you wouldn't be but you said you haven't jumped.
Teaching your horse to jump when you've never done it yourself, to me, is a very bad idea. One of you has to have some experience. I'd either get a trainer to help you with him or go take a couple month's worth of lessons to get a feel for it on a horse that knows what to do.
Like others have said, newbie horse will leap, run out, sproing, and go THROUGH the fence instead of over it...you NEED to know how to handle these situations and stay out of his way, know when to praise for effort even though it wasn't smooth, and know when to call it quits in any one session.
That's not saying you can't start working with him on this while you're learning on a lesson horse. Get him going nicely over walk and trot poles, then put the poles bewteen the standards so he gets comfortable going through them and over the poles. By the time you're ready to introduce cross rails, you'll have had some lessons and be able to handle the small stuff that comes with cross rails.
Please don't do this completely on your own. It will take longer and not get the desired result. If you want him to LEARN how to jump and not just throw himself over it, you're going to need a set of eyes on the ground to offer you advise on him and yourself. Good luck and keep us posted!