K you guys wont believe this but im going to tell you anyways :p I had the same thing happen to my mare. I went to pick out her hooves one day and go riding and I noticed a shiney object pointing out. I looked closer and it was a nail ! I have no clue how it got there because my pasture is very clean (honest it is) I don't have anything laying around that could possibly have nails in it. Anyways, the nail was stuck about an inch into her frog!!!! Yes I know unbelievable hey ! So I had some plyers handy with me in the quad and I just pulled the nail out. Its like she never even knew it was there !!!!! A horses frog is very sensitive and she never reacted when I pulled the nail out or anything I was worried it would get infected or she would limp badly so I put her hoof back down and let her walk around and everything was fine-no limp or nothing. I kept close watch on her frog though to make sure it did not get infected and it never. Nothing happend. I was really surprised. I still kept watch though for like a month, and nothing happend. I can't even see the whole anymore or aything. Bazzar hey !!