Does your horse do this often? If it was only a one time thing I would be concerned that maybe there was a reason your horse was uncomfortable and would contact the vet. If it is a regular occurrence it would seem that your horse has used this as an avoidance of work technique.

Make sure that there is nothing in the tack and equipment that would cause your horse to be uncomfortable. If you are uncertain have your instructor or someone who is more knowledgeable check it for you. Make sure that you are sure that there is not a physical reason for this behavior. Most vets would be happy to come out and check to see if they can see a cause for this.

If you are certain that there is no physical cause and the tack has not caused discomfort then you can begin to train your horse NOT to lie down while being ridden.

Your horse needs to slow down and stop to lie down. If you keep her moving on she can not do this. So when she seems as though she is going to lie down you need to apply more leg and make her move forward. You need to work your horse at different things in the arena so that she will not get bored. Change direction often and make smaller circles within larger circles. Do some figure eight's and increase and decrease the pace of your gait. Lots of transitions will keep her mind occupied as will some work over poles flat on the ground.The main thing is to keep moving forward! If you are working her in an enclosed area make sure that you limit the amount of time you work her so it does not become monotonous. After your work take her on a nice relaxing walk.

If she persists in trying to lie down you may need to be more forceful. Although some people disagree with using the stick one good smack on the rump when she goes to lie down may convince her that she would rather not. You must smack her when she is about to lie down and then make her move on.

If you can not stop her from doing this you may want to have your instructor or someone with more experience ride her a few times to work this out or help you work it out from the ground.