1. Unload your horse and lead him directly to his stall and give him some hay. Do not put him in a strange stall until you have carefully checked it for nails and dangerous objects. Have it bedded, with a bucket of water, and a hay net before you put him in it. You may want to use a shank across his nose or under his chin as you lead him from the trailer. Also, use trailing boots.
2. Head on over to the show. Keep your horse occupied with toys and hay. If your horse starts neighing, let it slide unless it gets really serious. In this case, it may not be a good idea. Wait for a moment of calmness and stop the trailer. This shows that good things (trailer stopped) happen when he is calm. Go over to your horse, wait for calmness once again, and then pet him. If he neighs, back away. When your horse has stopped freaking out, try again.
3. Now, after he has had some time to settle in his stall and has had a few treats and some hay there, lead him around and let him get used to things. A little neighing is OK, but make him pay attention to you, be kind and firm. He may get overexcited. Make sure to give him plenty of space, and let him see everything around him. The walk should end on a good note, meaning stop when he is behaving well. If you can.
4. If you cannot stall your horse, try to park your trailer/van at a quieter, more spacey area of the park. Do not cramp him.
5. Lunge him in an area with horses AROUND, not IN it so he feels safe, especially if you plan to ride him. When he is calm on the lunge, then move him to where the horses are. Do NOT use a horse show as a venue to lunge your horse if he is not safe on the lunge at home. Remember, if you can not control your horse, you have no business taking him to a show endangering other people who paid good money to come. The lunge should be no more than 20 minutes.
6. Before your class, ride in a quiet arena. Walk, trot, and canter. If your horse misbehaves uncontrollably, bring him to a walk and wait until he is calm, then hop off. Pet him a little, then try again, much, much slower. Halt. Pet him and tell him he's good. Sit up straight, and try jiggling the reins. Nudge him and gently say walk, but DO NOT be a passenger. That means, do what you want, do not let the horse control you. If you see any improvement at the walk, try a slow trot. More improvement? Try some collection. When you succeed, slow back to a walk and try a canter. Then, join a different ring where other horses are also being ridden. Practice passing the other horse. Again, end on a good note.