"We are here to change the world" is one of two songs featured in Michael Jackson's Disney film "Captain EO" first released in 1987. The second song is "Another part of me", which is more popular because it was included in Jackson's Bad album while "we are here to change the world" appeared much later in "The Ultimate Collection" album (limited edition) in 2004. "Another part of me" was also included in the Moonwalker movie. Surprisingly the dance moves (including the Moonwalk) with "we are here to change the world" in captain EO are comparable to those in Thriller.
And Captain Eo returned to Disneyland on Feb. 2010.
Here is the part 2 of full version of Captain Eo, which includes these two songs.