If a horse wants to dismantle a round pen, it's probably because the handler is putting far too much pressure on. The pen may be too small for that particular horse, as some horses need more room than do others to feel safe. Not all horses are suited to being worked loose in a round pen; some do better worked on a long rope in a larger area. With made horses, it very much depends on their history and the way they have been handled/managed previously.
The idea of the pen with young horses is to provide a safe area in which the horse can be worked, so that it has space to use its flight instinct, but it cannot run off in a straight line. The handler has to assess the extent to which the horse is inclined toward flight, and must work up to but not beyond that point, for training to be successful.
It's a popular fallacy that anyone can take a horse into a round pen and get the desired results (whatever they may be) when, actually, it's just not always possible. Some handlers seem to concentrate mainly on sending the horse away, as demonstrated by Monty Roberts, when, in fact, many horses need quite the opposite and need to be treated very carefully to avoid damaging them.
I don't follow Parelli, but I have seen a bit here and there; some of it is useful, some not so, in my opinion. I saw Monty Roberts about 15 years ago, and that was about it. I don't have the money to buy dvds, and I have dial-up internet access which makes watching clips almost impossible, so I suppose I am mostly taught by horses.
Fortunately, I have an excellent employer who has great facilities, and is a very good 'traditional' horsewoman but has an open mind to natural horsemanship methods...quite a rare combination.
She drives her ponies at top level, and has lots of youngsters coming through so, what with my own at home as well, and my freelance work, I get a healthy education.
I would be interested in taking your gelding into a round pen.