I don't think there's anything to be embarrassed about. Unless you're into soundtracks and/or own one of his film scores, there isn't really any reason why you would have heard of James Horner. However, I bet you've heard at least some of his music because he provided the music for a LOT of films over the years.

I'm glad you enjoyed that sampling from Willow. It's a good swashbuckling/mystical fantasy soundtrack. It has some gorgeous choral work and a definite Celtic influence.