The Jaleo consist of making the horses with his horsemen stand on their rear legs and walk among the crowd while an orchestra plays the same song over and over again. Yes, the same song for about 2 hours, during all the Jaleo.
The festival is very popular among all citizens and tourist that get amazed while they drink the "Pomada", the local drink made of mixing Gin and lemon juice :-). I guess the drink helps everyone not to be afraid of the steps of the horses and the crowd.
Enjoy the "festa" and the beautiful horses in one of the oldest traditions in the mediterranean.