To read more about the sculpture and why it came about visit http://artdaily.org/index.asp?int_sec=11&int_new=40761&int_modo=1 I pinched the picture of the artist with head from the article. Take a close look and work out if he is standing up or lying down :)
Before I forget the sculpture is located near Marble Arch.
Here's another one of the artist's equestrian sculptures, this time it's "Still Water" that was installed at Ascot Race Course on June 8, 2010. It's a bit smaller at 20 feet but still impressive. (This one, I think was a temporary installation.)
An interesting article about Nic Fiddian-Green and his sculptural philosophy can be found at http://www.holmesadamsprojects.com/nicfiddiangreen.php