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Horse behavioral problems are serious and should be nipped in the bud. Horses are large animals and, if unruly, can be overwhelming or even dangerous. For this reason, it is essential that you show your horse who's the boss right away—don't allow any nasty behaviors!
A common behavioral problem that horses have is biting. Biting is serious and it hurts. To alleviate this situation, shout “No!” firmly when the horse makes a move to nip at you and tug at the lead rope. Have your elbow raised for the block in case he tries again. Or, hold up your fist so that when he swings around to nip at you he will hit his mouth on you knuckles (this won't injure him). Try to train the horse to do something that doesn't allow for biting when he tries to nip you.
If your horse has behavior problems, it's a good idea to get to the root of them. There are many fantastic horse training books that can help you break your horse of any horrendous habits that he might have picked up. Additionally, these books can help you to better understand what might be provoking his actions.