How do I get rid of my dogs coarse hair?

I have an Queensland Healer, and he usually has nice soft, shiny hair. Due to the fact that the weather is changing, and that he likes to wallow in my bed, I usually give him baths every two months or so; whenever I think he might need one. But I have recently noticed that his shiny soft has begin to turn coarse. Before I go out and buy any kind of supplement, I would like to know what I could do to make it go away.