Mary-Kate Olsen -- Screwed By Horse ... At Equestrian Show

Bad news for Mary-Kate Olsen at a big equestrian show in NY this week -- when her horse refused to jump during one of the events ... leaving her with a big fat zero on the score sheet.

It all went down at the 39th Annual Hampton Classic Horse Show -- where the 28-year-old former "Full House" actress was attempting to show off her talents in the saddle.

But according to multiple reports, her brown horse (named Uniek) wasn't in the jumping mood -- and ruined the run.

Don't worry ... MKO got on another horse (named Swagger) who seemed more up for the challenge.

As for Olsen's twin sister -- she has yet to be seen at the event.

Luckily she didn't fall off the horse and get amnesia this time.