I made a pair of ICO horns using steps inspired by the ones found here:
http://www.instructables.com/id/Mystic-Lord-costume-horns-armor-silk-painting-/step8/Headpiece-Horns/
would post my pics but they are on my broken comp :( Also, since mine were smooth horns (like a cow's) i didnt do any of the fancy detailing like in the mystic lord costume. If you're doing ram horns, you'll want to look into these steps.
anyway, here's what i did:
1. Make wireframe. i started with a spiral and added supports. see link.
2. Create horn tip out of oven bake clay (the clay tip will hold a point much better than pappier mache will. Bake the wireframe with the clay tips.
3. cover wireframe with duct tape
4. cover duct tape with pappier mache (i think i did three layers... the first two in news paper and the last one in printer paper(?). let dry before you apply each layer.
5. Apply 3 layers of white artists gesso. as with the pappier mache, make sure the layer is dry before adding another. the gesso step makes the horns appear shiny and hard. it also provides an excellent base for acrylic paint which i highly recommend.
wish i could post my photo documentation, but i hope this helps