When confronted with an embarrassing truth, one often concocts a story which obscures the reality and redirects the attention of any discerning seekers of information (damn, that almost reads like something a foreign spambot would have yerked out onto a comments page). For instance, Odin's horse Sleipnir was the offspring of the stallion Svaðilfari and the god (you read that right, even "supposed to be macho" Thor was a gender-bender) Loki. It's pretty embarrassing to be the offspring of a horse and a Jötunn (this sort of thing is not a big deal in Georgia, though), but it's even more embarrassing to be worm-infested. I mean, look what happened to Fáfnir.
You read that right, folks, flatworms can effect the development of one's legs. If it can happen to frogs, why not a horse? Hmmm... after all these years I finally figured out the superhero origin story for Four-Legged Man.