The simple answer to your question is no, the rumor is not true. However, this will not stop us from repeating the rumor, to wit: that Catherine the Great, empress of Russia in the latter part of the 18th century, was crushed to death when attendants lost their grip on the ropes supporting a horse that was being lowered on her for, ahh, sexual purposes. This is without doubt the most outrageous story I heard during my entire college career, which is when you usually come across these little historical tidbits.The boring truth is this: Catherine the Great died of a stroke while sitting on the commode in the palace at St. Petersburg.
The story about Catherine's alleged yen for horses probably has its roots in the fact that she had an active and unusually public sex life. She had numerous lovers throughout her long reign, one of whom, Grigori Potemkin, procured young men for her after their own relationship cooled. The lucky stud would be "tested" by one of Catherine's ladies-in-waiting, and if he showed class he would be appointed adjutant general, or something along those lines, and spend a couple soft years performing as required.
Nothing mentioned about women with Catherine.
More or less. She had her fatal stroke there and was brought to bed, where she died the next day.