I have another rabbit who seems to be very picky with his food...he only eats his hay every once in awhile.  And he seem to not like pellets.. before i fed him this one brand of food i bought from wal-mart that was a mixture of different things.  THen iread your diet information and realized that was too unhealthy and went to petsmart and found something healthier.  It was a timothy based pellet. But he doenst seem to like pellets because even with the old mix he always left the pellets after he ate everything else and would only eat it when he got really really hungry.  He's also picky when I give him greens.  He would just sniff it and leave it or eat very little of it.  The greens I've been giving him lately were parsley and romaine lettuce.  Is this unusual?

Oh boy, this will be tough.   This is not unusual when a bunny is being forced to changed to healthier diet. I am so glad that you changed  your bunny's diet,  The pellets that have other "stuff" in is like junk food for a bunny.  You're bunny is going to feel a kid, who used to eat snickers for dinner,  is now forced to his spinach.  But it  really is the best thing for him.

 It might be better to go slow in changing the pellets though and mix it.  Over a couple of weeks, lessen the portion of the "bad" pellet until it's not mixed in at all.  He, of course, will only eat the bad stuff and leave the healthier stuff.  But he won't starve himself.   I know my bunnies HATED it when it I switched them to a healthier pellet.  

Keep offering the greens, Parsley is a great source of fiber.  Once he no longer expects that the "bad" stuff he'll begin to really get into the rest of the healthier choices.

Good luck.  Stay strong!

yes, I'd also agree with BinkyBunny's recommendation of a slow transition from the old pellets to the new healthier ones.
The most important thing you can feed him is lots of grass hay like Timothy, Orchard Grass, Oat or Brome. Have you tried any of theother kinds besides timothy? He might like some variety. I've noticed my bunnies will eat more if they get a handful twice a day rather than a large amount sitting in the cage. You might try this to see if it helps. Since he wasn't eating much of the old alfalfa pellets either, it may be that he just doesn't like pellets that much. It's more important to be munching hay than anything else anyhow.

Some bunnies are picky eaters! Have you tried some other veggies like dill, cilantro or basil? I try to pick what looks the freshest :o) If you have a local farmer's market - it can be a great souce of fantastic veggies.