Hey! I'm in OK too! Where are you? I'm in a tiny town 25 miles from Tulsa :)
I would recommend taking the horse off sweet feed. Its sort of like candy- tastes good, but not really a meal. You can find a ration balancer, which is sort of like a supplement to grass-fed horses. They're quite expensive though, so if that is not in your budget I reccomend a pelleted feed. ADM's Patriot is a good, cheap ($12ish a bag) complete feed, and it tends to keep weight on horses. I've also fed Safe Choice by Nutrena for a harder keeper, and Purina's Strategy.
You can buy beet pulp in either shreds or pellets. Technically, you don't have to soak it, but my horse eats it better that way. You can find it at Tractor supply and pretty much any feed store/mill.
ETA: I just paid $11 for shredded beet pulp (25lb bag, its just really light weight. Of course it weighs more when soaked) and I think pellets were about $14 for a 40lb bag.