Some horses do lay down a lot, mostly when they are younger or smaller horses. The bigger they get the more uncomfortable it is to lay down and get back up. Normally if there is something wrong with your horse, he will show other symptoms. If he is not eating or drinking, or if he keeps looking at his stomach, like trying to stretch his neck and touch his stomach he may have colic. Its actually very common in cold weather cause the water is so cold a horse doesn't want to drink it, then he eats and his food starts to bind up in their stomach and get stuck without the lubrication of water. This can happen over night.
If your horse is eating fine, and doesn't seem to be in any distress then I would not worry about it too much. Do you have a blanket for the horse? Does he lay down all day or just some of the time? He may just be cold and by laying on the ground he is able to conserve some heat. If you have not already check his body temperature. You can use thermometers or you can just place your hand up under his his armpit and see if he is warm. Average body temp for a horse is 99-101f. If its as cold as you say, he really should have a blanket to help him stay warm.
If it IS freezing, make sure that the water is not freezing over, and be sure to check that your horses are urinating and defecating... It may seem gross to keep track of that, but you really should know what is normal for your horses so that you will be able to tell if they become sick. Our horses urinate about 6-7 times a day, and defecate about 10 times. Of course we don't sit there and watch them, but we can see where they urinate and count their piles. Its not like we keep a chart, but if we go to clean a corral and its dry with only 1 or 2 piles, we know something is wrong... Which is also why we clean every morning and every evening during feeding time.
Here are some good links to browse for more horse care;
Winter Tips:
Winter Horse Care and Health
Overall Horse Care:
General Horse Care Guidelines
TheHorse.com: Your Online Guide to Equine Health Care
More on Colic:
Horse colic - Wikipedia, the free encyclopedia
http://www.horse-abc.com/Colic_Crisi...FQipEAodgSZgFQ