Welcome, Gunny!
As a horse owner and gardener...
.... I put the manure directly into the soil. I am guessing that it is not a "hot" manure, like chicken or steer (at least steer seems to contain a lot of salts, which burns - I think horses mainly excrete salts in urine and sweat). As to the road apples - if you get it fresh or soak the dry manure, it's easier to break them up. Once it dries in that shape I usually just bury it down into the ground - it will break down at some point, especially if it is in an area that is being watered, like a garden. The burying I do is mostly for aesthetics and fly control, although flies will go for anything wet.
Hope this is helpful, hope to see you post a lot!