First which end are you going to be roping?? Second does your horse know what a rope is and does he mind it swinging around his head. Once you get them use to the rope whirling fast around his head and flying past him. Then he needs to be use to pulling things off the horn and the rope hitting him the rear. Also make sure he is fine with the rope wrapped around his legs not just one but all of them even at one time.
This is just a few things a horse needs to be use to before you ever even look at a cow with a rope.
I agree with nhrareiner-you first and foremost need to make sure your horse is ok with a rope. This means swinging a rope overhead, twirling it next to your horse while mounted (you'll wind your rope up this way after you throw), and swinging under its legs and hitting it on the back, butt, etc with slack. It may take a while depending on the horse. Also like posted above you need to decide if you're going to head or heel. How big is your horse? Have you ever towed anything with your horse? Before our horses get to roping cows we usually have them haul brush/trees etc to get them used to lugging, but you can do it with anything. So I guess the basic questions you need to answer before you get started would be:
How big is your horse?
Is your horse head-shy?
Any specific training your horse has?
Can you use a rope while being off your horse?
Are you right handed or left handed? (That makes a BIG difference!)
Has your horse ever been around cows?
Get those questions answered and seek advice after. The more specific you can be about your capabilities as well as your horse the better.