There is a really great web site http://www.thehorse.com/ that has all sorts of horse health issues you can look up. I use it all the time. There are too many things that can cause lameness and its difficult to self diagnose. It can be lameness in the hoof, leg, hip etc. There are some very knowledgable folks on this site who may pop in and give their input, but in the mean time check out the horse health site. Having a horse veterinary manual for the horse owner on hand is good horsekeeping practice too so you do know when its time to call the vet.
"Until one has loved an animal, part of one's soul remains unawakened..."
- Anatole France
There are lots of things to look at to see if your horse is lame--a change in the feel of her stride when you are riding, shortened stride on one leg, head-bobbing.... But it really takes knowing what is normal.
There are a few thing to look out for just like Ryle said change in the stride, wont want to put that much weight on the leg.
If your horse becomes lame in the BACK leg then your horse when walkin or trottin may RAISE the head more than what you would say was normal, but if its for the FRONT leg the your horse may LOWER the head when walkin or trotting.
There just little things to look out for that give you little hints to your horse is lame, hope this helps a little