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Follow manufacturer's instructions for the smoker. General rule of thumb is to maintain a temperature range of 255 to 300 degrees F (indirect heat), and smoke for 1 to 1 1/2 hours per pound of meat.
For the Horseradish Cream:
Beat heavy cream with an electric beater until stiff peaks form. Squeeze in lemon juice, 1/2 of lemon at a time, and beat in until incorporated. Then gradually beat in horseradish and salt and pepper. Chill for about an hour before serving.
Slice down prime rib and serve with horseradish cream.