Join Up is now a well publicized method of initially training a horse through the very early stages. Developed by Monty Roberts, it uses the horses own language called equus to relate to the horse. It also allows us to control the horse using his natural instincts.
It was developed using the techniques mares use to discipline their foals by sending them away to be on their own until they ask for help. They are then allowed to rejoin the mother when she thinks they are ready.
This works because when the mare sends the foal out of the herd it is vulnerable. It will be willing to do as it is told to be allowed back into the herd.
The process is performed, usually in a round pen, as follows:

Turn the horse loose. using a lunge line or lunge whip, chase him round the round pen (the equivalent of chasing him away from his mother). This needs to be done until the horse drops his head near to the ground and starts chewing and licking his lips (this is him asking for help and to be allowed back into the herd). Once he is running while keeping up these actions, drop your line/ whip and turn your back to the horse. This simulates the mare changing from facing the foal to keep it away to facing away from it, allowing it to rejoin her. Once you have turned your back on the horse do NOT turn back round to see if it is approaching you. This may take some time, but turning back around will change the trainer from being passive to being aggressive again. The foal will take this as a sign to leave again and the whole process will have to be restarted. One way i have found to see if the horse is approaching is to look at the ground and try to use any shadows the horse may be casting. In my experience, it usually takes about thirty to forty laps of a round pen for the horse to ask for help. Of course this will vary slightly from horse to horse, some taking as little as twenty laps and some have been known to run until they are exhausted. Once the horse has approached it should be easy to lead and the handler should be able to rub the horse without too much resistance.

I have found that using this method a horse is much more receptive to all its future lessons. The horse will always see the person it has joined up with as a herd leader to it. Without Join Up, horses in training will usually be resistant to new ideas the trainer is trying to impose on it. The process can be repeated by any new handler/owner as a way to gain the horse's respect and make it realize it should do whatever is asked of it.

Please note it is important to ensure the horse is fully ready to join up with the handler. If you stop the running process too early the horse will see this as just a game and not realize what natural instinct it needs to be listening to. If you keep him running too long, he will not realize that he is ever allowed to come back to you.