One way to get a horse to eat corn oil is to start out with a really
small amount like 1 tablespoon which is mixed in the grain.  Make sure it is
fresh, too, and you need to keep it out of the sun and in a cool place.  You
can often get good results if by feeding the oil in a couple of handfuls of
all-in-one if you don't use grain or if the horse just won't tolerate oil in
grain.  If the horse accepts this and you use grain, start sneaking the
all-in-one and oil into the grain.  If the horse accepts 1 TBS feed only that
amount for a week to get is thoroughly used to the oil.  Each week add
another TBS.  If the grain and/or all-in-one gets too oily, try adding a bit
of bran, 1/2 to 1 cup.  In general it is not good to feed much all-in-one
because it is 30-40% molasses, believe it or not.  That is why it is like
sticky lead sometimes.  A feed distributor told me that info but don't pass
it around cause I don't want to start an all-in-one war.  I understand it is
not a good idea to feed much bran either but I really don't know how much is
too much.  Corn oil can be bought cheaply at Indian grocery stores.  I get 35
lbs which is about 5 gallons for $14-16.00.  A plastic, permanently mounted
feeder works well.  By the next day the horses lick it clean so keeping the
feeder clean is not a problem, but the smaller container which has ounce
marks on it so I don't have to use a separate cup into which I pour the oil
for daily use gets really grungy on the outside!  I have gotten my main horse
up to 3 cups of oil a day using this program.  My second horse topped out at
2 cups!  
Good luck,
Judy