Hay bales just don't cut it for modern equipment. Way to fast and way to much energy. You need a get a comercial target like a bag target or something like the block. It's a layered foam target. They are kind of expensive though. Bag targets don't cost as much.

You can make one as well. Just take a burlap feed bag or something simular and fill it with shop rags or old clothes or something and maybe some poly fill (pillow stuffing). You could just use a bunch of old pillow probably as well. This should stop your arrows and makes for easy removal. Be careful about getting it wet if you use old clothes or something. If the arrow stick in wet denim or something you will have a heck of a time getting them back out.

When it gets all shot up, just take everything out of that bag and put it in another one. They even sell the empy target bags someplaces. They already have target faces on them.

Good luck,
Paul