Many people have the misconception that all horses need grain. The only real reason to feed grain is to help hard keepers gain or maintain weight, or for mixing in supplements. As long as your horse is a healthy weight, and gets all of his/her nutrients from hay, it is absolutely fine not to feed your horse grain, and will actually be healthier for him/her. If your horse's hay does not provide all the nutrients, you can feed a little grain mixed in with a supplement of minerals/vitamins.
“Good things come to those who wait… greater things come to those who get off their ass and do anything to make it happen.” - Unknown