Just try and steal these horses!

About this image

Only Dremora can ride these horses due to their natural fire resistance. Anyone else who attempts to ride or steal these nightmare mounts will find themselves painfully and slowly burning alive in the saddle.

This was taken from the Dremora Companion Mod.
As for the western saddles...
First, save this image to your hard drive by right clicking on it and selecting "view image" then right clicking on it again and selecting "save image as".
Next, convert/save as a 24-bit Bitmap image.
Finally open the bitmap image in 7zip.