I doesn't matter who is holding on to it or how far you've gone when all your friends run up ooohing and aaaahing, or when the loud music gets to it, or when cars start honking, or when its shoes slip on the concrete if there is a wet spot, or... Do I need to continue? Really, a 1500 pound animal that relies heavily on its flight instinct isn't something for show, especially not in New York city, and especially not with someone who doesn't know anything about horses except that they have four legs and poop.
Horses on resorts are extensively trained and are always in the same surroundings. They become comfortable with the area and with different people on their backs all the time because it is routine. Riding a horse to a prom isn't routine for an horse or handler, so you will not find the kind of safety that would make this idea realistic.
Seriously, stick with the segway.
EDIT: Or go with the carriage horses who are used to the city in that sense. Big difference in that the carriage horses are used to being on the streets. The horses in Central Park are used to bridal paths and experienced riders.