On August 31, 1994 about 1630 central daylight time, a Cessna 152, N64903, was substantially damaged, following a collision with a hay bale, during a landing attempt on runway 27, at the Headland Municipal Airport, Headland, Alabama. The student pilot was not injured in the accident. The aircraft was being operated under the provisions of 14 CFR Part 91 by the Dothan Jet Center of Dothan, Alabama. Visual meteorological conditions existed at the time, and no flight plan had been filed for the local training flight. The flight departed Dothan, Alabama, about 1420. The student pilot stated that he was attempting to practice crosswind landings on runway 09. On final approach to the runway, the aircraft drifted off to the left side. He landed on the nose wheel, and the aircraft bounced. He then lost control of the aircraft. It exited the runway to the left, and hit a hay bale and the terrain, prior to coming to a stop.