Ensure that the groups in the mane match those of the horse. That is by internal name and general location. You can find the internal group names in the properties window, it is the name that you can not edit located just above the external name that you can edit.

Load the horse into the scene.
Turn all IK's off.
Open the joint parameter window and click on the "Zero Figure" button.
Zero translate hip and body.
Import the mane OBJ with none of the import boxes selected.

The mane should perfectly align with the horse. If it doesn't then attend to that now.

With the OBJ fitting correctly have it as the selected actor and click on the set up room tab.
Find the horse thumbnail in the figure library and double click on it. This will add a copy of the horse rigging to the mane.

Return to the set up room.
Turn all of the mane's IK chains off.
Click on the joint parameter's zero figure button.

Go to Edit > Memorize > Figure. This will eliminate any preset bends that were in the original horse rigging. If left in they would throw the conforming off.

Save the mane to the figure library.

Conform the mane to the horse.

Gasp in amazement that it was not actually that difficult :)

Hope that helps.
Select the mane and turn off all IK chains.