Just wondering what this bug is? We have a lot of these inside the horse....
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The insect is a the conifer seed bug. It is a leaf-footed bug in the family Coreidae. These insects are plant feeders and do no harm to animals of any kind. They also do very little damage to the plants that they feed upon. The only exception is if you were a seed producer for conifer seeds which most people are not. Here is a link to Penn State's Fact Sheet: http://ento.psu.edu/extension/factsheets/western-conifer-seedbug
They are a nuisance household pest because they move indoors to spend the winter. Most overwinter in out of the way spaces (i.e. attics and wall voids), but occasionally a couple find their way into the house interior. No damage, just an unwanted guest.
The odor that they produce is a defense against predators.