fly sheets

Few months ago my family and I went to visit the Rodeo Festival and it was fun. The kids really enjoyed it and they got to rides all the kiddy rides, my daughter wanted to come back the next day. They had a pony ride too and they liked it, but my daughter had asked one question. She was wondering why the pony had sheets on, and I had no idea. We asked the lady that was working there and she said that it was fly sheets for fly protection. I think they need to protect the horse from the flies. Flies are everywhere and I think they make the horse sick.