Like many other real creatures, this one hasn't seen a lot of table time in my experience. In fact, the normal rhino doesn't even appear on the random encounter charts; and the wooly version is only on the optional "Prehistoric" table.
While, in real life, rhinos are hardly racking up the kills (much more the reverse, actually), they are notoriously unpredictable. Looking at the stats and descriptions, it's totally understandable why PCs might give this fellow a wide berth.
Rhinoceros Ordinary Woolly (from Cook)
No. Enc.: 0 (1d12) 0 (1d8)
Alignment: Neutral Neutral
Movement: 120' (40') 120' (40')
Armor Class: 5 4
Hit Dice: 6 8
Attacks: -butt or trample-
Damage: 2d4 or 2d8 2d6 or 2d12
Save: F3 F4
Morale: 6 6
What the scariest thing about its stats (either version)? No, not the trampling damage. Give up? The answer is its morale! I know, but it's a trick question. You need to read the description to see why.
Get that? These suckers spook 50% of the time, then proceed to go barreling off who knows which way. Even if you are what scared them, they might come at you instead of fleeing. You can't predict it. If they happen to head your way, their gore attack deals 4d4 or 4d6 damage, depending on type. You are almost certainly dealing with several of them at once as well. Imagine a half dozen of these things thundering at you!"If threatened, surprised, or charged, they will stampede in a random direction, goring all in their path for double damage on the first attack."
Once that first gutting is over, the things might stick around to finish the job. With 2d8/2d12 for stomping you into the dust, it might not take very long either.