My friend had this problem with her mare. She started off just trying to teach her to ground tie, so the horse was more comfortable just standing at his own will. It is possible that the area he is in is making him nervous or unconfortable for some reason. A lot of horses will be more inclined to move around with thier head tied becuase they want to see what is going on around them. Another suggest, but is something you need to be careful with, is doing something like a slip stall to work with him. This way he can't move. At the same time I have to say that some horses are just naturally ancy and don't care to stand still no matter what you're doing with them.