I would be very careful about towing a horse trailer with anything less than a v8 150/1500 series truck. Anything less was not designed to pull a horse trailer. Like previously mentioned, the tongue weight is much higher than, say, a boat trailer, and factor in as well the fact that you are hauling a live load.
SUVs are generally more narrow than a truck, and don't have the stability. For example, when I was looking into a dakota, I found that in many models (re: 6 cyl) the rear axle ratio is Not great (wide) enough to safely pull a loaded horse trailer.
Also, when considering your vehicles tow weight capacity, keep in mind that you are actually not supposed to consistently pull greater than 75% of that reccomended weight.
I am not a mechanic. This info is what I found when I was trying to convince myself that I could finally get that dakota I have always wanted. No good. I went with the 1500 chev silverado.
Can an SUV or small pick up pull a horse trailer? Sure, probably.
Should it? In my opinion, no. But the blown tranny and fried brakes will testify to that eventually.