Yes he did, there was this awesome piece about it, or maybe it was in the extra material on the DVD. I know there was this interview where he talked about the close bond he developed with the horse, and how there was anxiety during the scene where the horse has to lie down next to him on the river bank, because if it went wrong, he might have been seriously injured, but he trusted the horse completely. I think Viggo may have bought a couple of the other horses too and gifted them to his fellow actors.
Sigh, me too or at least as a poster on my wall if I were a horse-mad teen.