No they did not.. :P
Its a myth that probably started in the romantic era (1700-1800).
Found a source (Susning.nu)
"Vikingamyter
Vikingarna hade inte hjälmar med horn. Denna föreställning uppstod under den nationalromantiska epoken i slutet av 1800-talet, i synnerhet inom Götiska förbundet. Hjälmar med horn användes sannolikt i cermoniella sammanhang och förekom i Norden under bronsåldern, men bruket hade försvunnit under vikingatiden. Hornbeprydda hjälmar förekom även hos kelterna. "
Viking myths
The Vikings did not have helmets with horns. This delusion arose in the nationalromantic epoch at the end of the 1700th century, especially in the Gothic society. Helmets with horns were probably used during ceremonial context and occurred during the bronze age in the Nordic, but the use had disappeared during the Viking era. Horn decorated helmets were used by the celts.