Selling means making no effort to show that your hay is high quality, and just selling based on the price. This is a mistake because it makes it easy for other producers to undercut your price and sell their hay. Marketing is advertising your hay to show why buyers should pay a higher price for your hay: higher quality forage, prompter delivery, or other reasons. With proper marketing, you may even be able to charge a higher price.
To improve marketing, consider the perspective of the buyer- what animals the hay is for, what types of forage the buyer wants, etc. When selling the hay, decide on the price, amount, and terms of payment and delivery. Grow high quality forage, and bale the hay in convenient amounts, making sure that the bale will stay together. Make sure that you have a way to sell any low quality forage that you grow. Always check in with the customer afterwards for satisfaction- a customer who thinks that you care is more likely to buy from you again.
(Sources: http://www.uwex.edu/ces/crops/uwforage/MarketingHayFOF.htm , http://www.nrsl.umd.edu/extension/publications/foragefacetsno9.pdf )
Additional information link: http://www.joe.org/joe/2000april/tt1.html