Thanks everyone ... I know my feed store has Equine Senior and I can probably get some corn oil to go with the strategy ... ill also look for the other stuff you guys said :)
No idea whether you have it in the US, but we use SpeediBeet. It's sugar beet that you soak, and it helps horses put on weight. Its really quite economical too, you pay like A$30 for a 20kg bag, and we use like two handfuls a day for three horses, one of which is in ..oh, I wouldnt say heavy work,but not light either..he's a competition showjumper, and it helps him keep on weight without making him go mental all the time :)
Ya, we have something called beet pulp. You can give your horse that and it really helps them put on the weight. You just soak it in water and give it to him. They really like it.