This is a good chart showing what vaccinations a horse needs, and when: http://www.equusite.com/articles/hea...Pleasure.shtml
This tells you step by step how to inject: http://www.ehow.com/how_2046220_give-horse-shot.html
I haven't given my horses a shot. Usually I have the vet do it because I like him to check my horses vitals, teeth, etc. at the same time. Though I've educated myself on those subjects, I still feel the vet is much more qualified than I am.
I have given cattle shots, and I've watched vets give my horses shots, and the process is the same for both species of animals. I give vaccinations on the neck just above the shoulder. Tap the area quickly and firmly with your fingers and then stick the needle in with the same type of motion.
It really is best to have an experienced person show you, however. Its easier to learn by watching the correct technique for this sort of thing, than reading about it.