This is a great question. I think Saddlebag had it right when she suggested talking with your current trainer. There are two situations that could be going on: a) your trainer can not provide the services that you need, or b) you are do not have a clear understanding of what would be involved to meet your goals. If you directly state your concerns or goals to current trainer and then hear her out, you will have furthered your own education by listening to a professional tell you her opinion of what is involved with meeting your equine goals. If you agree with her then stay, if you don't then move on. Telling a professional that you want to move on is ok, this is a common and important conversation in the horse industry. I would definitely aspire to stay on good terms, you may end up coming back to this trainer to continue working with her someday in the future. I would phrase it to her that way, that you would like to further your own education by exploring other training methods, approaches, riding other horses, etc. This is actually all very important, working with different trainers is a big part of your education. Your current trainer should hopefully understand this, support you, and be available to work with you again in the future if the situation arises. Hope this helps!