I have a horse that I have never tried to load, so ...

Did you breed him yourself or did you buy him from someone else? If you bought him did you ask the previous owner if he's ever been loaded before? If not, how did you get him home? Haha.

Slant load trailers WITHOUT ramps are probably the best kinds of trailers for teaching horses how to load. If your trailer has a ramp is there any way to remove it? Ramps tend to scare inexperienced horses because they don't like the feeling of walking on something shaky and hollow.

When teaching your horse to load, make the trailer as bright and open and airy as possible. Dark, enclosed spaces are frightening to horses. Open all the windows and doors, unless there's a side door that the horse could try to escape from once loaded, especially if it's a small one that he could get caught in. The last thing you want is for the horse to have a scary or painful experience when loading for the first time.

Since you've got a slant load it'll have dividers in it. Take those out or tie them up so that the trailer is like a small stall.

First let him freely explore the open trailer until he appears comfortable with its presence and smell. Then hook a lead rope to him (if you have a lunge line use that instead) and gently ask him to walk up to the open end of the trailer by pulling forward on the lead rope (never yanking) and clicking/kissing to him, praising him generously with every step he takes toward it.

Something that helps first-time loaders is to watch an experienced horse load into the trailer first. This is so they know it's safe and so they have a buddy in there once they get in. 

Ask him to take more and more steps toward and even into the trailer, praising with each step. If he takes a step backward instantly put pressure on the lead rope and give him a stern "No." DO NOT HIT HIM, DO NOT YANK ON THE LEAD ROPE, AND DO NOT SHOUT. Move with him, don't plant your feet, and don't pull so hard that it hurts him. Just let him know that trying to get away from the trailer is uncomfortable and displeases you. As soon as he steps forward again take the pressure off the lead rope and praise him immediately and continue praising until he stops again. Don't praise loudly with big pats or sweeps of your arm. Keep your voice low and friendly and pet him slowly.

Only say "No" if he backs up. If he stops to smell the trailer just let him take as long as he wants and then once he appears to be done ask him to step forward again by pulling gently on the lead rope and clicking/kissing.

Once you get him COMPLETELY into the trailer (meaning far enough in that you could close the door) praise him generously (but quietly), DO NOT follow him in. Just let him explore on his own. DON'T CLOSE THE DOOR, don't pressure him to stay in or get out, just let him do what he wants.

Some people put hay/grain/treats in the trailer so that the horse associates loading with being fed, but I wouldn't do that the first few times you practice loading. Wait until the horse is familiar with the trailer and has stopped sniffing around with perked ears every time he's loaded. Once he's comfortable being in there then you can start putting food in there and before long he'll learn to love being loaded.

DON'T start closing the door until he's loaded successfully, completely, easily, and comfortably at least 10-15 times. Once the door's closed, if you've got enough room in there, go in with him through a side door (which you want to keep open in case you have to escape quickly, but block it with your body so that he won't try to escape) and praise him to make him more comfortable.

I would give the horse at least 20-30 test loads before actually taking him for a spin. Make his first trip a short ride down the driveway, the next one five minutes, the next one fifteen, etc...

If your horse is a little more nervous about the trailer than most horses let him load 20 times before closing the door and 50 times before taking a trip.

Expect him to produce a lot of feces and not eat anything when the trailer's moving. That's normal.

I hope this was helpful. Feel free to ask more questions. I'll be watching this thread.

First off, let me warn you.  A slant load is the most dangerous for the handler.  Do not get into the trailer and attempt to pull the horse in with you.  My advice is to let the horse know you have a bucket of feed.  Place the feed in the trailer.  If you have a space to place the lead rope where you can hold it from outside the trailer, you can then pull the horse into the trailer.  It would help if you had some help, with another person behind the horse with a switch.

You should be handling him a lot on lead and walking him over a sheet of plywood on the ground so he gets the idea that just because the sound and feel changes does not mean he is going to die.  Do not make it a big deal.  Windows down.  You can have him follow you in or you can train him to walk in on his own.   Makes me nervous because I don't know how much experience you have with horses.  An enclosed trailer can be a dangerous place for you and a thousand pounds of scared and stupid.  You really need to build trust first and that takes time.  I watched a couple with 50 years experience between them show me how they learned to load horses with this really neat trick.  They tied a long rope around the horses barrel and ran it up through the chin strap on the halter.   They then took the end of the rope and wrapped it around a pole in the  trailer to put tension on it and one tapped the rear with a whip.  The horse reared, the rope caused her to be off balance and when her feet went out from under her she came down with a sickening thud on a rock that was in the driveway.  The only good thing was that she died quickly.  Patience, respect, and trust are key.  Do not whip or try to force him.  No real teacher like finding someone who has done it who is willing to work with you.  Best of luck.  dave