Been cooped up all day in a cage can be boring and limiting. Your bunny should be let out of her cage for about 2 hours a day of supervised activity. If you cannot keep an eye on her all the time, a play pen or an empty room filled with toys will give her great joy. Rabbits can also be taken outdoors for exercise on a harness. Although there is argument over the use of the harness, it is true that rabbits can be trained to walk on a leash.
Patience is again the word here.
Remember to get a harness as a collar alone may injure the bunny. He will sulk initially and refuse to budge. Try walking him in a strange environment. This will help as he will not dive under the nearest sofa.