I believe you're referring to the heartwarming classic Felinni film 'El Grotto Del Formaggio' which stars a young Rock Hudson and Kate Winslet.

Suprisingly this film was originally produced in 1963, before Winslet was even born, but was not released until 1989, and then only in a limited direct-to video format. Many people are not familiar with this film due to its rarity. El Grotto Del Formaggio was only released in VHS-c in a limited 10 edition run, and even then it was sold in a large cardboard box labeled only with a biohazard symbol and a the words "Keep back 50 feet". Also there was no boy with a one horned goat that he thought was a unicorn in it, so you may be mistaken.