Angela A's response is correct. Goats milk has a smaller protein molecule which is more easily absorbed into the intestine/digestive system. Cow milk is for baby cows and the dairy industry in the 50s is what caused it to be more mainstream, I don't believe the rest of the world consumes as much cow milk products as we do.
A good book to read is "The Great Physician's RX for Children's Health" just released by Jordan and Nicki Rubin. They have many books on the subject of health/nutrition and right now Jordin is traveling with the Perfect Weight America crew spreading the word about nutrition, food intolerances, etc. I have changed lots of things in our household since I saw him at a seminar in October, after reading his book The Maker's Diet.
There is also a way to hide vegetables in his food. I forgot the name of the book by it's by Jessica Seinfeld. It has TONS of recipes. I tried the black bean brownies and they ROCK!
also check out www.mercola.com Dr. Mercola is one of the industry's leading experts on the subject of food allergies I believe.
My husband feels that much of his damaged permeable gut (tiny fissures in the lining of your stomach and intestines-causing mood disorders, pain in the joints, as well as other digestive major issues and allergy) was caused by his parents forcing him to eat everything they cooked in butter, forced dairy into him, cheeses, milk, etc, that he's turned up with a huge dairy allergy, not just a lactose intolerance. They are two separate problems.