Hi, I remember to have read somewhere to not install convenient horses, because it may crash my game a lot. Am I wrong?

There's nothing wrong with CH, it's one of the most popular mods.

Now I'm scared to guess which mod I read that caused lot of problems even if it was one amongst the most popular ...

Edit: There you have it http://www.gamesas.com/topic/1475005-skyrim-always-wants-to-ctd-for-me/

Thank you for help anyway

This is just a subjective opinion written in red to get attention. There could be hundred reasons why his game is crashing. Every mod gets the occasional CTD reports from users who are unable to handle mods and overestimate their system or the Skyrim engine itself.

CH is very well developed mod that runs more than solid. But if you are afraid to use it, there are also alternatives. http://skyrim.nexusmods.com/mods/15225//? by kuertee is a mod I can recommend. I used both mods in two different games and was really satisfied by them.