I don't think it was necessarily that they wanted the Lakota's land, Sure the "White Man" took land without asking, but they also bought some of it and traded goods for it as well.

They were in a war, when people are at war they fight against each other, (and trash their homes/steal goods exec) The Lakota (which is a branch of the Sioux tribe) Did the same thing to the American settlements. (because it was a war and the Natives felt the Americans were intruding on their homeland.)

In the movie it DOES imply that the Railroad workers asked the Army to drive off the Lakota because they were too close to their path for the railroad (or moving in that direction)

Soldier: "Incoming patrol reports hostiles (Lakota) headed North..."

The Colonel: "Ah..."

Soldier "The Railroad has expressed concern... Sir. They've requested additional patrols."

Check near the end of this vid (start around 7:47)

http://www.youtube.com/watch?v=d2mppbi9QX4

War is ugly, plain and simple. But neither sides were innocent when it came to fighting against one another.

they weanted the land

The movie Creators stated in the Commentary that the Colonel only met Spirit out of coincidence every single time their paths crossed he was never out to get Spirit but chased him when they came into contact.

Also, in the Scene before the Colonel rides Spirit he is getting a report that the railroad workers are worried about the Lakota being so close to the Railroad (for the reasons Kirada pointed out) and so that would be a reason to attack and drive them off.

It was done quite the norm "back then": Indian villages were pillaged often. I doubt it was JUST because a Lakota stole a horse that would, truthfully, cause more damage than good. Soldiers were under the impression that Native American Indians were ruthless killers -- and the warriors of tribes would become so to protect their people and their land; therefore, soldiers would kill Native Americans without question.

More than likely it was coincidence. I highly doubt that the Colonel knew EXACTLY where the tribe was so he could seek vengeance against Little Creek -- but when he found him and Rain, he was more than happy to take out his "frustrations."