A western movie a saw as a kid, over 20 years ago.

About a family going west. Both parents die. The brave boy completes 
The dangerous journey with his younger sister and a baby (and a cow for milk)
Crossing mountains and with Indians encounters (an Indian feeding the
baby at one time).

Hello.

It sounds like you're describing "Seven Alone" (1974), based on the
book "On To Oregon!" by Honore Morrow.


From Epinions.com 

" The film's hero is thirteen-year-old John Sager, played by Stewart
Petersen... John is forced to grow up overnight, however, when his
parents both die on the Oregon Trail and he abruptly becomes the head
of his family - five younger sisters, including an infant, and a
younger brother...
John is determined to take his little family all the way to Oregon to
fulfill his father's dream of a farm in the Wilamette Valley..."
http://www.epinions.com/content_25137352324


A newsgroup message mentions the cow...

"...The Sager children are horrified!  Ma and Pa, who died on the
journey, were determined to go to Oregon!  So they strike
out...alone...bringing along a cow to feed the baby.  When the oldest
sister (who was only nine, and so, you're right, could not literally
"nurse" anything--supposedly they diluted the cow's milk, which would
have been quite a chore--) breaks her leg, she rides the cow, and so,
slogging through snow (at least, in the movie--I never had patience to
read the whole book--) they arrive in Oregon. "
http://groups-beta.google.com/group/rec.arts.books.childrens/msg/cf1c9cf43cb4a1dd?hl=en

DVD at Amazon:
http://www.amazon.com/exec/obidos/tg/detail/-/B00005UM3Y/
VHS at Amazon:
http://www.amazon.com/exec/obidos/tg/detail/-/B00000IZ0X/

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search strategy:
"parents die" movie western
"seven alone" cow movie

I hope "Seven Alone" is the movie that you had in mind. If not, please
let me know via the "Request Clarification" feature.

Thank you for the quickest response.

I drove me nuts that I didn’t remember the name of this movie (now I
can live in peace)– thanks.