I will address the original question, since it should now be clear to the original poster that they can't bring them to the show grounds with their Miniature Horse.
There are several "things" you can put on your horses' legs to "enhance" their action. In most cases, the desired result is to get them to pick up their feet and knees higher as a driving horse.
Chain action boots, weighted bell boots, and other similar things are generally put on a horse during it's workouts, such as lunging, driving, bitting up, etc. and often are left on the horse 24/7 while they are in the stall.
The idea is to have the horse build muscle above and beyond what it would normally do. This practice is used in baseball (weighting the end of the bat during practice so you have to swing extra hard, so when you have your "normal" bat during games it seems lighter and much easier to swing), violinists will tape a weight to the end of their bow, and joggers will often wear weights around their ankles or hold in their hands to provide an "extra workout".
So, adding a weight such as metal chain, to the horse during it's workout will make the muscles of the leg have to work harder to get the foot up. When the horse does not have them on (such as for the show), the muscle will anticipate needing to use extra "oomph" to lift the leg, and finding it very easy, will lift the leg higher than it normally would without the weight training.
This anticipation sometimes makes an artifical gait, which people don't generally prefer in the miniatures. Think of expecting a box on the ground to be really heavy... you go to lift it and instead discover the box is empty. You will lift the box a lot faster and higher than you were expecting I'm sure! It's that sort of motion for the legs of the horse.
Many people feel this practice is "cruel" and it is, indeed, unnecessary for breeds such as the Miniature Horse.
Personally, to address your question about chain action boots specifically, I do not like how they fit compared to other options. I find that although they do add variable weight to the horse (you can add and remove links in those commercially available ones) I don't like that the dangling chain parts rub on the coronet band of the horse and do cause some damage over time. Although I am not ethically against using weights and such to improve muscle in a driving horse, I believe that the weights should be comfortable for the horse and not damaging to joints or outer tissues.
In the long run, most people will be better served to select a driving horse that is naturally talented for what you need it to do, as there is no magic cure-all to "make" the horse what it is not.
Andrea