This film is about a monster shaped like a man who wants to die but can't. He is brown and has horns I think. He also wears clothes and has friends who are human beings. He speaks and is grumpy and screams a lot. I don't think this is a kid's film at all.
The one scene I really remember is when he is put into a special machine that can kill him which is a sort of glass pod that he stands inside. He and his female friend standing outside keep eye contact as he is somehow electrocuted or whatever. Please put forth anything you know, I've been searching for this movie for ages!
This sounds like No Such Thing starring Sarah Polley.
that's it, that's it! I was way off on my guess for when it was made.