Here are several articles from thehorse.com about the horse's brain, learning ability, intelligence, memory, attention span, etc.:
http://www.thehorse.com/ViewArticle.aspx?ID=6494
http://www.thehorse.com/viewarticle.aspx?id=7011
http://www.thehorse.com/viewarticle.aspx?id=9479
http://www.thehorse.com/viewarticle.aspx?id=13642
http://www.thehorse.com/viewarticle.aspx?id=6346
http://www.thehorse.com/ViewArticle.aspx?ID=10050
The articles are free to read, just login (or register if you haven't done so already).