Try using poles. You can lay a pole in the middle of the arena or on the diagonal or wherever you want your horse to change. We do it with all our horses. If you do it without poles, put some pressure on your horse with your outer leg and tap his his hind end withe the whip. In the beginning he might speed up or kick. That's okay as long as he changes. Once he gets it, try doing the changes without kicking and speeding. Also, be patient. Some horses get it quite quickly others take 6 months to learn.