Ok i haven't played this game for ages but it was by far my fav, the other 2 were far too follow orders all the time and you couldn't just have fun. Any way
For the sheep.
It's best to walk, yes they are VERY frustrating aim the horse in the direction you want the sheep to go. If you want the sheep to go straight bump it from behind and if you want the sheep to turn then bump it from the side at the front of it's head. It seems this doesn't always work though and i pretty much murdered the pc the first time i used it hehe.
For the quad bike.
Before the quad bike bit always use the first horse you get, build her stamina up as much as possible while raising her jump width + length enough for her to still be able to compete. Then while chacing the quad, you can either gallop and then get in his way (this may take practice) or you can actually do it in canter if you know all the short cuts, i suggest taking the path before you have to do the quad.
The rest of the game is pretty simple. I very much enjoyed it