This is the final part of the process. The nails have to be angled within a few degrees to insure they go in at the same angle, or slightly steeper, than the hoof wall. Even the smallest deviation from this would either drive the nail into wrong area a render the horse lame, or not fix the shoe correctly and result in the shoe being thrown.
Each time he did this the horse remained calm and content, showing to the world that he was not bothered by it at all!

In the The Art of Farriery photo essay.