"I like to plant them in late winter.flat top up.an inch or so deep in a 6"
pot filled with potting soil and keep them on a sunny windowsill till
leaves come up. When soil is warm, I transplant them outdoors, mulch, and
forget them till they are dug up in the fall and stored in the cellar with
other root vegetables."

"So I pick out rocks and when compost, rotted manure, or augmented peat
moss goes in to enrich the bed, I also pitch in enough sharp sand plot that
the soil is loose to a foot depth."

"In late fall (of the year you planted the cuttings, don't let them grow a
second year) after a good frost or two, is the time to harvest your
horseradish. I dig up the entire bed with a garden fork, shake the roots
free of soil, and lop off the leaves. Thick, well-proportioned roots are
stored in the cold cellar for peeling and grating as needed. Any so gnarly
as to be unusable roots or any with soft spots or other apparent rot are
saved to be cut up for replanting. The soil in the bed is forked well and
mixed with enough compost or top soil to replace plant material removed. I
replant the saved cuttings and mulch with the leaves from parent roots just
dug up. Horseradish gives a lot for very little care in return."

from article about rhubarb, horseradish, asparagus, strawberries
http://www.motherearthnews.com/Nature-Community/1995-02-01/Old-Fashioned-Companion-Planting.aspx?page=5