As someone already said, does he always head back towards the barn (barn stale) or herd (herd bound)? If he runs for the herd, he needs to spend some quality time alone to get over it. If he heads for the barn, next time you are riding home, go past the barn for a distance. Turn around and do this a few times. Repeat on subsequent rides so he learns that when you turn for home it doesn't mean he is immediately going in.
You may also want to ride with a friend whose horse doesn't do this (and won't freak if yours does). Put this horse in front. If there is a certain place or characteristic of the places he bolts (water crossings, open fields) take a walk out there and lead him around, could be he just gets nervous.
Think about your own reaction when he bolts; do you put a death grip on the reins and hold on for dear life or do you have the presence of mind (after a few seconds :) to look for places to turn, give and take with the reins, etc? When he finally stops do you immediately head home? Do you exercise in a ring or lounge before heading out to take the edge of?
It will take quite a bit of work to stop this habit. If your confidence is shaken too much you may want to look for a friend or trainer who is up for a challenge. Be careful, wear a helmet and chest protector if you have one.