The key to making this work is first to ask them to do it *before* they 
do it themselves, and to make them do it some more, even after they have 
gotten tired and want to walk.
I worked with one horse that I made do this (collected trot, remember to 
use lots of leg and don't allow them to get behind the bit...if they are 
going to do it, make them do it right) for almost 2 hours.  He tried to 
quit a couple of times, but I wasn't going to let him.  When I finally 
let him stop and walk (and put his head down) he was so relieved, that he 
decided that it wasn't all that much fun after all.
After that one marathon session, any time he started "jigging" again I 
would say "Okay, if you want to do this, let's do it," put him in a nice 
collected (true collection) frame.  To which his response would be "Just 
kidding."  He just needed to be reminded that if we were going to jig 
down the trail we were going to do it my way, not his.  And my way was 
VERY tiring, so he'd just as soon not jig at all.
He would need occasional reminders, but one two hour session pretty much 
cured him.
Different horses have needed different numbers and lengths of training to 
"cure" them depending upon their dispositions, how long they have had the 
habbit, and what condition they are in (some horses just won't hold up to 
2 hours worth, and endurance horse would probably hold up to more).  The 
point is to push them to extreme muscle fatigue (which shoud come long 
before cardiovascular fatigue and therefore not cause serious metabolic 
problems).  Collection is a lot of work.
It works best not to do this training session when you are riding in a 
group as it can wear out the other riders just watching it.
And, like any training lesson; it doesn't work for every horse.
kat
Orange County, Calif.