Holding head and acting like a total failure is current one.

For someone trying to capture horses, it doesn't give a player encouragement at all.

Can there be an animation like coiling up the rope again instead?

Just something better then acting like you are some failure with a headache.

Personally i just want to shake a fist at it.

Personally, I'd rather that they just get rid of the animation so that I can try again as quickly as possible. The fact that you have to wait several seconds before making another attempt just makes it that much more annoying.