I have some hexproof creatures in my deck and several enchantments. What I wish to know that if I put an enchantment like "Trollhide" on my hexproof creature like "Sacred Wolf" can an opponent remove it from my Sacred Wolf with an enchantment-removing spell, or my enchantment becomes hexproof too?
The enchantment doesn't become hexproof. It is only the creature that cannot be targeted by [an opponent's] spells and abilities.
So supposing that you have a spell that says "destroy target enchantment". This spell can remove an enchantment that's on a hexproof creature.
But suppose that you had an (imaginary) spell that says "exile all Auras on target creature". This would not have any effect on your Trollhide-toting Sacred Wolf, because it needs to target the creature, not the enchantments, and this time this is illegal.
EDIT: Since there's a bit of a mania for quoting the Comprehensive Rules at the moment, here's the section on hexproof:
That's all it means. The hexproof doesn't confer any immunity from targeting on anything other than the permanent that has hexproof.
NOTE - Of course, cards like 'Paraselene' - Which 'destroy all enchantments' - are especially useful if your opponent has taken this into consideration, and is using a card that makes ALL enchantments hexproof. Cards like 'Sleep' would also take effect, as they're not targetting the creature (admittedly, it won't destroy the creature or remove enchantments, but it buys you time to - hopefully - draw a card that can).