How about a hang glider for a bird.

Or perhaps he can consult the man who invented THIS monstrosity.

http://www.bikeforest.com/tread/index.php

What wheels give you is conservations of momentum (ball bearings). As stupid as the treadmill bike looks, you'll go faster on it then you would running. You could probably design someting similar for a horse provided it has 3-4 wheels. But what is the point?? All the horse wants is to run to somewhere that they can eat.