It is a nose net used to help stop head shaking. However head shaking is not a simple problem, and cannot be simply reduced to allergies or bugs.
"At the moment it seems that every case is different and most owners find that no amount of dietary, tack or management changes make the slightest bit of difference. Some researchers have suggested that this is because idiopathic headshakers are suffering from a form of human trigeminal neuralgia (Tic douloureux). Branches of the trigeminal nerve supply sensation to the nose, face and mouth and neuralgia in these may result in shooting pains within the nose. The ‘head-snatching’ is an involuntary reaction to this and the rubbing is an attempt to remove the unpleasant sensation. The horse may be affected bilaterally (on both sides of the face) or unilaterally, with the head movements moving towards the affected side. Researchers are not sure why certain horses may have this neuralgia. As yet unconfirmed theories include; previous trauma to the muzzle area resulting in damaged nerves, hypersensitivity reactions to some vaccinations or neuralgia caused by the bit pressing on the sensitive tissues of the mouth.
Certain situations may make the nerve more sensitive and spark off a bout of headshaking. Common ’triggers’ seem to be exercise, wind, heat and sunlight. These elements can exacerbate the problem in the human form of neuralgia so it is likely that the same is happening here. Many owners feel their horse is allergic to a range of allergens in the countryside including pollen from crops, grasses and trees in the spring and summer, and moulds or dust throughout the year. But due to the lack of success of conventional treatments for allergies, the idea that the majority of headshakers have hayfever per se is losing interest within the veterinary community. It maybe more likely that it is a variety of triggers acting together that causes the reaction. For example, the culmination of exercise, sunlight and the stress caused by swarming flies (i.e. a typical hack!) can have the effect of triggering the neuralgia."