To take the MTR you will have to wait about 4 years before the Island South extension is completed.
In the meantime, take the MTR to Admiralty; come up to the main road (Queensway) street by the United Centre and get on a # 90 bus which goes to Ap Lei Chau. You will have a short walk in Ap Lei Chau - I'm not aware of any buses going exactly to Horizon Plaza.
you can also take bus 171 which go to horizon plaza . you can take it in mongkok
Well not quite - it goes to South Horizons, which is on Ap Lei Chau, but still several minutes walk from Horizon Plaza.
To answer Priya's followup question, the nearest MTR is Causeway Bay and then get a cab through the Aberdeen Tunnel. I guess the cab would cost about $50-60. Use the Times Square exit at Causeway Bay and pick a cab up from the rank there since they will be pointing in the right direction to go directly to the tunnel.