Well, the small circle shown in that photo looks to me like someone has been training a horse or pony on a long rein, or training a child to ride. Someone stands in the middle, perhaps describing a small circle rather than spinning on the spot. Horse or pony trots round at a constant radius. There are two large concentric circles because the rein was lengthened as the rider or horse became more confident. Other commonplace explanations are available.
Edit: however, I found this:
http://www.cropcirclesnorway.com/Relaterte/Sand/2008NewMexico/2001NewMexico-report.html
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Fosston, New Mexico, USA
13.07.2008
circles in sand
My dad, Ken Stokley, returned home to his ranch in the East Mountains of New Mexico
(due east of Albuquerque, near Tijeras), after visiting relatives in Michgan. Inside his
horse arena he found 5 circles inside the corral that resembled crop circles, except they
were in the dirt. This happened between Friday July 11th and Sunday July 13th.
Dad searched the area outside the arena and saw no tracks going in nor out of the arena. Later he drove his tractor inside the arena and examined and took photos of the circles, which are approximately 20 feet in diameter.
Photo: Ken Stokley
His neighbour contacted a local newspaper, the Edgewood Independent. They came
out and took photos from the top of the fence. When this story broke, a news helicopter
came out and took photos after everyone had tracked all through the arena, to include
neighbours, etc.
Photo: Koat ABC Albuquerque
They interviewed Dad on the phone and he told them that he had driven his tractor
around, but they neglected to include that info in the following broadcast.