New horses causing drama? Please help?

My grandpa and I both brought our new horses home on Sunday. His is a short and fat quarter horse mare and mine is a big huge paint gelding. We have had them in their stalls for the last few days with turnout everyday, but individually so they can get used to the place before the battling for herd power begins. Today we let them all out together. They "frolicked" a bit and then I realized that Maggi still had her halter on. I went to go take it off and she ran away from me, and took my gelding with her. She is the boss mare and my gelding already obeys her every wish. I never did get the chance to take her halter off, or even come close to her or my gelding. I know they are just feeling frisky from being let out into the big pasture after being stalled but how do I keep this from making them hard to catch? I used to have a mare who would NEVER let me catch her and I realllllly don't wanna relive that! Thanks for helpful answers :)