Interestingly in this case, the scientists involved found that the hybrid had 57 chromosomes, a number in between that of sheep and goats. The ram had 54 and the dam had 60 chromosomes... The intermediate number proved the animal was a real hybrid and not merely a case of mistaken identity.
(If this is true (and given that it's the BBC and it's not April 1, I'd say it's not unlikely), this shows that the concept of species (usually defined by reproductive incompatibility) is not as solid and absolute as most people have assumed.