I wouldn't have expected horses to be as intelligent as dogs. Probably because I have more experience with dogs. EDIT google's only giving me informal discussions: http://www.petqna.com/other/1014-1-other-petqna.html It seems while they are less intelligent than dogs, they can still give effective assistance.

Aside: I saw a guide dog on a sweltering day in peak summer last year in Melbourne. It was clearly very uncomfortable, licking its lips. But it was also clear there was no chance it would let down its owner. It was touching to see such faithfulness; now I often donate to the guide dogs.