When photographing animals, the tendency for most photographers is to fill the frame with the subject(s). I do that often as well, but sometimes it works very nicely to use a wide angle lens and show the environment or the sky. In this picture, I used a 24-105mm lens set to the widest focal length to show the marsh in which the horses were running. The sky was a bonus because it was so dramatic, and the semi-silhouettes of the horses allow us to appreciate their forms.
My settings for this shot were 1/640th of a second at f/18 with 400 ISO. I used daylight white balance (as I do for all of my outdoor shooting), and the exposure mode was evaluative (i.e. Matrix).