That nurse is insane. Vibrators and lawn mowing do not cause labor. Sex (orgasm, specifically) and physically activity may jump start labor at term when your body is already gearing up on its own, but they will not cause a body that is not ready to do into labor.
As for horseback riding, the main risk is falling. If you are confident that you're not going to fall, go for it as long as its comfortable. During my last pregnancy I rode at 4 weeks and 16 weeks. I was sure I was going to fall as I was just trotting through open desert.
Skiing is the same risk - falling. I'm less inclined to ski personally because I've been knocked down by inexperienced skiers with no warning. If you know the places that you ski or the times that you go are not crowded and are confident you won't fall, go for it.
As an aside - it really gets under my skin when ignorant people tell women they can't do all here things because of pregnancy. Like PP said, there is a degree of risk and everyone's threshold is different. I so wish we could get to a point were doctors and nurses trusted women enough to give us all the information and let us decide for ourselves. Blanket statements without justification are oppressive and it's insulting, especially when there are no definitive answers.