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Something my instructor gets me to do occasionally is something she calls the spiral in/spiral out exercise. It is really good for teaching your horse to carry itself properly and to get the correct bend when riding circles. It also helps with your riding position and teaches you to use your aids properly.

you can do this exercise at walk, trot and canter.

Start on a 20 meter circle, ask your horse to bend correctly around your leg, so that you can just see her inside eye. You want to make sure that your inside shoulder is turned back slightly so that your horse knows you are asking her to turn and keep you inside leg on her to make sure that she is going to bend through her body and not fall in on the circle. Ride one complete 20 meter circle and then move in so that you are riding a 15 meter circle. after one circuit on the 15 meter circle, move in to a 12 meter circle. This is the hardest for the horse to do and you really need to use your inside leg to ensure that she doesn’t fall in on the circle and end up just sort of turning in circles if you get what I mean (there is a difference between riding a circle and turning in circles… I’m not sure how to explain it, but you will be able to tell if the horse is just sort of turning in circles, it is almost like their back legs are planted and they are just swinging their front half around, it gets very choppy).
Then to ‘spiral’ back out, after riding the 12 meter circle, you want to maintain the bend so you want to maintain the bend in your body too and keep your inside shoulder pulled back but you want to turn your head and look over the horses outside ear (so your body will be turned toward the inside of the circle but your head will be facing out). Make sure the horse maintains the bend towards the inside of the circle and start nudging with your inside leg to encourage the horse to take a step sideways out of the circle (but you want to constantly maintain the bend towards the inside of the circle). If you are walking you would nudge with your inside leg every time the horses outside front leg is forward and the inside front leg is back, only nudge then. if you are trotting and posting you would nudge with your inside leg everytime you ‘sit’ down in the post. and when you are cantering nudge when the front end of the horse seems to drop. You should be able to feel the horse take a step sideways. keep nudging until the horse is back out onto a 15 meter circle, then ride one 15 meter circle before once again asking the horse to move out onto a 20 meter circle in the same way as before. This is really helpful. You can also practice your sitting trot in this exercise, teach your horse to maintain a constant steady rhythm etc etc.

Make sure when you do this exercise that you do it on both reins. So ride the circle in one direction and then ride it in the other. if you dont your horse will get stiff on one rein.
Sorry i dont have pictures but it is basically like riding a spiral as the name suggests.

Other things you could practice which help with bend are serpentines and figure eights

here is a diagram of a bunch of different dressage diagrams of things you could try to ride,
http://www.archinect.com/images/uploads/dressage_diagrams02.jpg
the serpentine is the third one down and requires the horse to change the bend a lot as well as requires the rider to change the leg she is rising to etc etc.

http://www.classicaldressage.co.uk/ArenaFigures/arena_figures.htm
sorry its hard to see but there are pics.

you could also weave in and out of the cones…
you could also make like with the poles something like this and make him trot the pick up the cant right in the corner
I—
I I
I I
sorry about the drawing…just make him canter right in when u turn…it will help make him listen and pick up the canter right away.

Hope i helpeddd!!!
Sorry about ur horse not having to work that hard….but u will have fun just bonding with him….
Good luck!