It is very hard to start, but I've heard it's rewarding for those who have followed through with it. You can buy clickers from pet shops... look under the dog section, as it's also very popular to do with dogs. I don't have the patience to follow through on it though :P
Best of luck! Let us know how it goes :)
There is a book on horse clicker training. I think it's called Starting With Yes or something. I'm not positive. I've skimmed through it, but I haven't really started training Jackie with it. It looks like a really good book if you want to try it.