The Red Hare is Lu Bu's horse. It is the best horse in the game. In the level Hu Lao Gate, kill Lu Bu (Ignore Yuan Shao telling you not to fight him). After you kill Lu Bu, a message will tell you that a supply depot has appeared. Go north to where it is and kill the supply captain. He will give you a special item when he dies. If you equip this item, you will start the level on the Red Hare.