Take them to a vet and have them dehorned...I personally have mine surgically done. This means the skin around the horn is numbed, then the vet takes a scalpel and cuts around the horn. They then take the dehorners and remove the horn. They can shape the head if you want the "polled" look, but they requires a hammer, chisel and removing bone (skull) and is a bit barbaric!! After the horn is removed, the skin is stretched over the hole and stitched. The stitched part is usually 2-3 inches long. After 7-10 days, you can remove the stitiches. I have never had any problems with this method with infection or swollen heads. Cost is $30.
The other method is take the dehorners and cut out the horn, and leave the gaping hole to heal itself...usually 4 weeks or so. Risk of infection is high, and if the vet doesn't go deep enough, the horns can grwo back and look awful! Cost only $7-10.
Dehorn as early as you can....
Good luck!!