Listen to audio recordings of a horse's whinny, nicker, blow and squeal. From the editors of EQUUS magazine.
In the July 2006 issue of EQUUS, an article by Jennifer Williams, PhD, called "What's Your Horse Telling You?" describes common equine vocalizations and what they mean. Here are audio recordings (.mp3 files) of several of those sounds.
Compare them to your horse's vocalizations and refer to the EQUUS article to interpret their meanings.