As with any horned animal, you have to remove the horn from the bone core.Try getting a big pot of water (Big enough to submerge the horns in) with some dish liquid mixed in, and bring it to a boil. Now take it off the stove(And probably out of the kitchen) and put your pronghorn skull in so the horns are completely covered (By putting the skull in the water after you take it off the stove the water is "cooling off" and there is no danger of over boiling the skull) You leave the skull in 'till you can twist the horns off the bone cores.You may have to try the hot water a couple of times before they loosen up enough to pull off. Once you get the sheaths off,scrape away all the soft membrane from the bone and inside the sheath. Rub borax(20 mule team- available at most grocery stores) on the bone cores and the inside of the horns;this will help dry it and also acts as a preserative.If they smell really bad let them air out a few days. Then pop them back on. If they fit too loose or you want a very solid mount, mix up a bit of auto body filler(Bondo) and pour a bit into each horn, then quickly press down into place before it sets off(You did mix in the hardener right?). Don't worry about any Bondo that squishes out, leave it until it starts to "Kick-off" then it will scrape off easily( While still warm) without leaving a mess.
Hope this helped (I'm a taxidermist and have done this many times on some very high priced trophies and I haven't had any bad out comes doing this).
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