Bending is the first and most important thing your horse should learn. If he does'nt bend in the turns, he will turn like a boat (remain stiff and and sort of turn without being accurate). the reason why every horse should learn to bend is that, when your horse can bend his back in a turn, he will be less prone to injury if you have to make an emergency turn. bending is NOT done by pulling a reign in the right direction. Use your legs. if you use the reigns, the horse will only bend its neck, and that's no good. it needs to be flexible in the back, the neck will follow naturally. if your horse only bends in the neck, you will actually give it a way out, he will be able to run "over the shoulder", which means that the horse will run forward with o bent neck, in the direction (straight forward) of the outside shoulder, which is always unguarded in this fashion.
one golden rule: turn with your inner leg, using your outer reign to guard the outside shoulder, use the inner reign to "open the gate", ie move in to the inside, NOT towards you though.
Try bending the horse on the ground first, If the horse can't bend on the ground - good luck trying to get them to bend in the saddle. To do this, do some different excercises with your horse daily, the first one is called "catch the fly" stand in front of your horse underneath there neck and by using a firm object (such as a pen lid or a needle plastic case works well also) firmly apply pressure to the horses sholder (apply & release) untill the horse gives to the sholder (a lot of times you will here popping in the horses neck. Do this to both sides.
Another one is to use some carrots or hay, whatever your horses favorite treat is, stand to the side of them and put the treat on there hip bone and get them to reach around for it. Also do this to both sides. If you horse is having diffaculty doing these simple excercises than more than likely your horse is 'out' somewhere and needs to see an experienced horse chiropractor.