There are certain regions that are selenium deficient. Here is a map Selenium in Counties of the Conterminous States
If you are going to supplement with Se. Be sure that it is the organic version known as Selenium Yeast, not the man made version known as Selenium Carbonate. The Selenium Yeast absorbs into the body easier, while the Sodium Selenite has been reported to do nothing.
You will know if it's the Selenium Yeast because it is a more expensive supplement!
Here is an article talking about Vit E and Selenium Safe Vitamin E And Selenium Intakes
Horses can overdose on Selenium and it is NOT pretty (sloughing off hooves). I would suggest to have your soil or horses blood tested before putting your horse on any high dose of Selenium.
There is another thread where I commented on Selenium dosing and Selenium in general. Selenium? how much per day?