I'd get him a goat or sheep as a companion; just make sure to have minerals out there for the lil guy, otherwise he may chew on the horse's tail to get minerals and vitamins he lacks. Goats especially make fabulous companions because they are so personable, and friendly. They come in many different sizes and breeds, so you can have an adult goat who is anywheres from 35-200lbs!!!
For introductions I would pen the new animal in a pen where they can sniff each other but the horse can't chase or nip at him; Give them a good week or two of this kind of contact, before turning them out together, and be watchful of them for the first few days to make sure they are getting along well.
"The ideal horseman has the courage of a lion, the patience of a saint, and the hands of a woman..."