I don't know if you still need this, but here is one way to do it. Create your curve to use for the center line of the horn and draw a circle for the base of the horn perpendicular to the curve at the base end. Then draw a very small circle, say .001 diameter perpendicular to the pointed end. Then use Create->Advanced Surfaces->Swept, choose One Director and Two Generators and Rotate for Orientation control. Select the curve as the director and the end point of the curve for the starting position. Then select the two circles for the generator curves. Now you need to cap the ends. For that you can use Create->Surfaces-Boundary Curves and select the circles to create the cap for the ends. Finally use Tools->Maintenance->Heal Body, select the "Stitch multiple surfaces into a solid or sheet body", then select the 3 faces you just created and continue. This should give you a solid horn, but the one end won't be a perfect point.

This is EXACTLY what I was looking for. I really appreciate you taking the time to help me out with this.