I'm going to suggest superglue.
Seriously... it is designed to do exatly the job that you are describing. It is designed to attach flesh to things (mainly back to flesh)

However, be warned... it is military/medical strength adhesive - if you get any in your eyes you are screwed.

Put some on each horn, then remove any excess. Dab the horns to your head where they will sit, remove them and allow the glue on both to dry to a tackyness, then push the horns onto your head.