I want to clarify something to you: Piracy is not stealing. Stealing is when one person gains something that another person lost. Piracy (or copyright infringement) is when one person gains something without paying for it.
A victim of theft is worse off than he was before. A victim of copyright infringement has gained or lost nothing. If you understand this, we can rid ourselves of a bit more frustration about the piracy discussion.
And to answer your original question: stealing one horse, or even one retail DVD of a video game, makes you a thief, just as pirating one game makes you a pirate.