How to teach your horse to sit 

I really want to teach my lease horse but I don't/can't use hay bales ;-;

You do the two bales until they do it immediately and then move to 1 bale. And then you can use a mat or blankets or something on the ground, or just go straight to the ground although some horse dont take to that very easily so you may use a whip (as an extension of your arm) and put it on their back legs to tell them to stop moving their hind legs