To make some, you need to first pick out the color of polymer clay (I used sculpey) you would like to use. You will need at least a half a package of the polymer clay. You will need more if you want to make bigger horns. The sculpey pictured here are the 1/2 size packs.
Take a wooden dowel (a pencil could work) and punch holes through them all the way as shown in the picture. Bake the polymer clay according to package directions.
Cut a piece of ribbon that could be tied around your head and then some.
Thread the ribbon through the holes and make knots on both sides of the horn.