So you have a young horse, which, of course, you will want to ride at some point. So how do you get him to be a quiet, well-trained animal who does exactly what you want, when you want it, with a quiet attitude and a light feel? The place to start is in the Basic Ground Training posts I have laid out. Your horse needs to know all that and more before you can begin to get to the riding stage.
If you have read and are doing the desensitizing lessons, you are already half of the way there. You now need to get a saddle and saddle pads and put them in a place nearby you so you can grab a blanket with one hand and control your horse with the other. You will follow exactly the same process to get your horse used to the saddle and blankets as you did to get him used to a plastic bag. Fold up the blanket and rub him, all over. This should be no big issue if you have done your homework with the bag. Open it up, flap it around a little, even let it flop over his back or on his belly and legs if he is doing exceptionally well and standing perfectly still, not worrying at all about what you are doing. Make sure to do this on both sides. Now act as if the blanket is a saddle and swing it by his side before swinging it up and over, letting it flop heavily on his other side. You may have to saddle from the right at some point, so do this there too. Our goal here is a versatile horse. Then he can specialize and do anything once he has his basic training.
Once both you and he are confident with the blanket and you can put it anywhere on him without him acting up (and if he does, you simply correct him calmly and carry on), you can continue to the saddle. Swing it by his side a lot. Touch him all over with it. Lift it up and down. (yeah, build those muscles!) He should stand relaxed and quiet. During one of your swinging sessions, calmly swing it up and onto his back. Don’t change your attitude at all or he will get that something is going to happen and get all hyped up over nothing. Just swing it up and take it right back off. Then quit! You got what you wanted, and, as with most things, if you quit while you are ahead, you will be even more ahead the next time.