Hey Lucy,
I go to a place called Escuela de Arte Ecuestre Costa Del Sol which is based in Estepona and is one of the best equestrian centres in Spain. It has extensive facilities but as you are interested in trekking it might not be exactly what you are looking for.
Here is a list of other places I found when I was looking. Hopefully these might be helpful:
Hurricane Hotel
Situated right on the beach, this well known Moorish style hotel has good riding facilities, offering beach rides, lessons or four day excursions through mountains trails to Ronda. Tarifa, Cadiz. Tel: 956 684 919.
San Roque Equestrian Centre
British managed with qualified British Horse Society instructors. Lessons available in Spanish or English. Hard hats and boots available.
Tel. 956 613 030
Valderrama Equestrian Centre
In the hills just above Sotogrande, professional tuition in dressage, jumping and competition preparation. Lessons from beginners upwards with BHSAI and escorted hacks in delightful countryside. Livery service available.
Los Caireles Riding Club, Marbella
Trips and excursions to mountain villages, horse rental, beginners lessons, spanish style dressage, horse training, liveries, Open Tues to Sun.
Hipica International
A small and friendly family run riding school in Churriana, where the emphasis is on safety and fun. Training to BHSA1. So far Spain has no teaching exams recognised at international level, which is why it is so important in Spain to gain British Horse Society exams.
Riding al Andaluz
Los Barrios, Cadiz. Argentinian-born Anna Davidson provides 5-day, 5 hours a day adventure riding holiday along smugglers' paths through the sierras and beautiful natural park of Los Alcomocales. Led by Don Ricardo Recio, owner of San Bernabe equestrian centre. For experienced riders.
Let me know how it goes.
Vicks