When I try to fast travel while on a horse, the horse does not come with me. I purchased this horse from the Whiterun Stables. Is this how its supposed to be or is my game screwed up? Are you supposed to chose between fast traveling and horses? just trying to get some confirmation. thanks guys.

Yes, your horse should come with you. Sounds like a bug.

Ah i see. Thank you. Is it just my disk? should I take it back and get a new one?