If your horse is shod or not regularly trimmed, you must either tie your hay net high enough OR have a physical barrier between your horse's feet and the hay net. If your horse is shod then simply tie your net up a little higher. You can also put your net inside a box or other device that stops their feet from coming into contact with their hay net.
It is not recommended to leave buckled halters or other types of buckled headgear on your horse when using ANY type of hay net as your horse may get caught.
Similarly, do not let horned animals such as sheep or goats, and cattle with ear tags eat from the hay nets as they may tear the netting, get entangled, or remove the ear tags.