A double pun whammy in this headline from the Sun, on a story that horses are being used as marriage counsellors. Seemingly horses can help warring couples because they help them to communicate.  The couples talk to the horses, the horses react and that makes the people talk to each other. 

The word nag can mean to harass someone (usually verbally) into doing something that they don't want to, it's also slang for a horse.