Horror in a snowy forest with a monster and a search for a little girl captured

I remember walking in on my parents watching this movie when I was maybe 8-11 (late 1990’s/early 2000’s) they had rented it from Blockbuster (VHS I think) and it was about a family who lived on a cabin in a mountainous wilderness. Everything is covered in snow and some kind of creature takes a girl and the family goes out on horse back to find her. They find a bag made of skin from others taken and the girl is inside. I can’t remember for the life of me the name of the movie and it is stuck in the back of my mind still. Help?

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