It can be expensive and dangerous breeding horses. Stallions can be difficult to handle, and some will attempt to bite the mare when mounting. Mares can kick and damage the stallion. It takes a lot of work monitoring the mares to make sure their in season, ensuring their pregnant, avoiding STDs and checking to make sure you don't have a twin pregnancy
An article on twin foals:
http://www.nearlydrferox.blogging4life.com/?p=239
And as for the givng birth process itself, it's very explosive and fast, so the mare needs monitoring to make sure she does actually get the foal out before damaging it and herself, and to make sure she expells the afterbirth.