I almost got caught up in a scam like this before too. But it was with a Parrot, not a horse. I was looking to buy a parrot and I found an add for two FREE African Grey parrots. Supposedly, the guy was in the peace core or something (yeah right) and had just moved to Africa and needed to find homes for his parrots. I can't remember exactly how the scam was supposed to work, but it had to do with money transfers for paying to have the birds shipped back to the US. It was really weird, and I felt stupid because I almost fell for it. Fortunately I was part of a bird forum and the people on there help me catch the scam.
You have to be really careful these days.