On the better quality horse boards that discuss breeding, ultrasounding pregnant mares is considered a must - not only to confirm pregnancy but also to ensure the mare is not carrying twins. Usually, the discovery of two embryos results in one of them being pinched off so that the mare carries just one foal to term. 
There are numerous reasons why most vets don't recommend that a mare try to carry twins to term. First of all, even in the best case scenario, instead of getting one large, healthy foal, you are going to get two small foals that may not have developed properly. Stillbirths are common and the mare herself may be lost. She may rupture her uterine arteries or prepubic tendon - mares just aren't engineered to carry two foals successfully. Most breeders agree that, when twins are discovered, you abort one and pave the way for the survivor to develop normally. 
But ultrasounds can be difficult to read and sometimes a second embryo goes unnoticed. Usually this ends in heartbreak - a study showed that 64% of the time, both foals are born dead and an additional 22% of the time, only one foal survives. But every once in a while, someone wins the twins lottery - except that the vet bills might require you win the regular lottery!
Twins survive just often enough that the internet is full of posts from people who have discovered their mare is carrying twins and want to roll the dice and "let nature take it's course."
Does my mare have a breeding problem or is she just lucky? Uh, I'd say she's quite unlucky to have an owner who is willing to risk her life to try to get a second set of twins! Best "edited to add" line ever: "also i'm looking for some names for the foals, if they make it that is" *sigh*
My husband says that twins are very unusual and if they do happen you just get "two for the price of one" Lady, send your husband shopping at Wal-Mart if he wants a deal that badly, but keep him out of the barn! Jessica Jahiel gave excellent advice.
Here's a story these people should have to read: "I have dealt with twins on a mare that was pregnant when I bought her. It was a nightmare! One twin was the size of a football and the other one was a monster, but emaciated and had angular deformities. Both were stillborn. The mare retained her placenta and it took 22 hours of oxytocin shots every two hours, plus gentle traction (via zip-loc bag of water) and almost getting my head kicked off when attaching and reattaching the bag. (Because she kept kicking at it and busting it.) $1,000 later, plus a couple of weeks... I had a heathy mare again."
Another pleasant mental image: "My uncle had 2 mares that were infoal with twins. The first reobsorbed both the second one cared to term and foaled one foal had sometime before birthing and was starting to actually decay the other died 10 mins after birth."
So if your mare is carrying twins, listen to your vet and the statistics - one live, healthy foal is a lot more fun than two stillborn twins and a dead mare. The best time to catch twins and remove one is early - an ultrasound 17-30 days after breeding is the best idea.
While I was researching, I found a good little test about whether you know enough about breeding to breed your own mare.
Some odds and ends I wanted to mention:
California judge throws the book at neglectful home. Good job!
Hobby Horse Clothing Company - Huge theft case! Now, those thieves are idiots. How/where will they sell that stuff without it being identified? The company is asking that you all keep your eyes open for suspicious quantities of Hobby Horse clothing for sale by private sellers.
And yes - Jason Meduna got whapped with 149 counts of animal cruelty! In rural Nebraska. So don't ever tell me that the world isn't changing and taking these cases seriously...it is and it will continue to go in that direction.
