What To Do
Dismount and ask the horse to step forward a few steps. If it is reluctant, examine the affected limb by first lifting it gently and checking the sole for a stone or nail. Look up and down the limb. Feel the limb and gently flex it and move it to the side gently. Do you get a response?
You may also give the horse a few moments to rest and then ask them to walk them forward. If they are willing to walk forward, the safest thing to do is hand walk your horse to the barn. When you arrive, examine the limb again, especially feeling for digital pulse. With time, swelling may develop giving further clues about the injury.
Confine the horse in a stall until your vet can evaluate the injury. Your vet may advise you to give medication until they arrive.
What Not To Do
If there is an obvious injury and the horse is unwilling to move forward, do not force the horse to move. Get veterinary attention immediately.
Do not give pain relievers to horses that have been injured but not examined by a vet, and then continue to exercise them. This short-term fix can have disastrous long-term consequences.