Now im not a member of the ' group who cant be named' and I have trained and worked with relocated brumbies succesfully before but i just couldnt believe an animal lover would be considering this....
I dont really mean to be offensive, but to take a wild animal from its natural habitat, and confine it to somewhere You think it is more suitable for it just cruel! and then to follow that up with trying to break it into submission is just plain torture! Think about the quality of life that animal would have in captivity! He would be scared, stressed and alone, in an enviroment completly alien to him.
A scared wild animal is a very dangerous thing, theres only two options for him: Fight or Flight.. and you have him penned up so he cant go anywhere so guess whats gonna happen...
If you want an animal that you can train and ride and that once you gain his trust will be happy to work with you, try an ex rodeo horse, and if you really want a challenge try a bull as someone previously suggested, both animals are domesticated and more suitable for riding and working with.
I really hope you reconsider your plan...