Phantom, whatever you do don't get yourself down, and DONT compare to others.
If you don't mind me asking, roughly how old are you?
Developing drawing skills takes a lot of time and practice. Start by going to absolute basics.
Draw a circle on a piece of paper - now turn it into a sphere by shading. Practice this until you can make your circle look 3D. Shading and tonal work is a very big part of effective and visually pleasing artwork.
When you start drawing horses, as Spyder said, look into the horse, not at the horse. When I do my commission pieces, I spent hours focussing on the horse's eyes and trying to get a feel for the horse's personality. If you get the eyes perfect, the rest will follow.
Maybe try to start drawing as many eyes as you can. Just work on an A3 sheet of paper, and draw eye after eye after eye until you can see an improvement. Use the circle-sphere exercise above, to help you develop tone and realism to the eyes. Observe where the light in coming from in a photograph, and try to mimic that in your drawing.
I also suggest that you practice drawing fur detail. Get onto your computer, pick any old horse and crop it down so that you just have a patch of clear fur, that has light and dark tones in it. Try to draw these views as many times as you can, to get a feel for tonal work and how the light reflects off a horse's coat to create shine.
I think Tiny suggested this as well, but allowing yourself a time limit of 1 or 2 minutes to draw as much as you can is a fantastic way to get a grasp of proportions. You tend to overlook the finer details in your attempt to draw the whole horse in such a short period of time. The more you practice this, you will be surprised to see how much detail and correct proportion you are coming up with.
Hope that's helped you a little, I need to head off and get some of my own commission work done now!