So this isn't a bestiality thing. You don't love dogs; you love furries. The furry fetish, sexual or otherwise, is one steeped in fantasy. The content is always fictional drawings, photoshopped pictures, etc.. What do you know? Here we have Bolt, a CG dog given human qualities. Is it normal that you "love," Bolt?
Actually, yes. He fits in perfectly with your fetish/interests. Why shouldn't you love him? Now is it healthy to be obsessed with someone or something fictional? No. I think it's also important you determine what kind of furry you are and what you mean when you say you "love" Bolt. Do anthropomorphic creatures sexually excite you or just intellectually fascinate you? Do you want to walk down the aisle with Bolt? Do you want to copulate with him? Or do you just admire him?
Finally, just how serious are you about this? It's not uncommon for people to want to be or be with fictional characters. The reason I love books, video games, comics, and movies is because I want to be part of those worlds and the character's lives. However, at the end of the day, I know they are all works of fiction. As long as you can pull away for a second and say, "I love Bolt, but he isn't real," I don't think you've got a big problem.