I opened up Minecraft to see if 1.6 was out, and it was. So, I got the new launcher did the download, got it up and running, I then decided to go check out the horses, and I was having issues taming them (I don't know how).
Then out of the blue I started hearing damage noises, the horse was taking damage, and what had happened, is that.
1. The Horse was inside a sand block, taking damage. (Damage sound WAS occurring)
2. There was a horse in front of him who seemed to be blocking his movement.
So, what I think is happening, is that when another horse gets too close to a young (baby) horse, it has the ability to push it into a block (so far I have only witnessed the horses being pushed into sand.) if you do not break the block, the horse will die.