I'm surprised that Rolo is doing agility training at less than a year old. All the clubs and trainers I've known don't let dogs start until at least 12 months old to minimise risk to developing bones and joints. They don't start dogs on all the equipment straightaway either, waiting until the dogs are confident and controlled with easier things before introducing the more difficult and potentially more frightening obstacles.
It really sounds like Rolo doesn't have the confidence or understanding to cope with the dog walk or see-saw yet. If he's petrified I think he shouldn't be attempting them yet and if he's jumping off he may injure himself, plus you're setting him up for failure each time he jumps off.
Is the dog walk at full height or is it set up a lot lower? It should be low for safety and confidence building, then you can keep him on lead, hold his collar if necessary and encourage him over it very steadily with lots of praise and a big reward afterwards. Much the same with the see-saw. Hold his collar and make sure a trainer is there to hold the see-saw and slowly lower it for Rolo once he's reached the top.
When I did agility with William the see-saw was the very last thing he was introduced to. By then we'd been training for several months and he was confident and controlled (more or less
) with everything else, although the canvas tunnel used to frighten him at first and it was some time before he was confident enough to go through it without a trainer holding the canvas end open so he could see through it.
