The love of money is evil. The lust of someone towards another is evil.. I don't see horror movies as being prideful. They only remind us of what happens every day: death and destruction. Which is something we need to remain aware of, IMO.. We learn lessons from EVERYTHING, including *gasp* horror movies and *double gasp* metal music..
Adam and Eve had pride. You know, the whole "pride goeth before the Fall" thing? One who is about to sin is being prideful before God, and horror movies is all about the glorificaton of sin.