Eventually you will no longer feel painful burning in your legs but rather an intense yet enjoyable fire flowing down them...it is then that you can do the horse stance indefinitely.
Once you are warmed up and you really feel your heart beating, your head pouring sweat, and your legs shaking/burning, try squeezing your anus muscles. This activates the tailbone gland (kundalini) and sends energy up your spine. Do not squeeze the perineum (muscle that stops the flow of urine) as this sends energy up the front (it is related to the sympathetic nervous system and triggers premature ejaculation). Stay away from perineum contractions- don't buy into all the "sexual techniques" hype surrounding them that so many young men jump into without knowing what they are doing.
Be present with your body and your emotions... feel the discomfort you feel from the horse stance deeply and fully... and most importantly, surrender to it. There should be a relaxed intensity to it.