Here's some comprehensive instructions Diane
your best bet is to buy Florist Dry foam Oasis and use as a former (You can buy Balls of different sizes as well as bricks, which you could fix together to form any shape using a bread knife).
Secure your fixing ( via timber etc into the foam and then into the Pot etc.)
Wire up all your Cones using florist wire, and push into the foam. Start in an orderly way so you cover all the area. Best wishes. Enjoy..............
Great link from Craft Invaders! I was planning on adapting her link to make a image of a person in the garden to scare off birds and squirrels. I saw at it at the Philadelphia Flower show last year-now that will really be a lot of pinecones1
Here's one that might interest you - http://allparenting.com/my-home/articles/969773/diy-make-a-pretty-pine-cone-topiary
My mom bought a dowel, wound ribbon around the dowel and put it into a round Styrofoam ball. She filled a plain flower pot with plaster and put the dowel into it. She used floral wife and picks to put the small pinecones securely in the ball. Decorate the pot before hand to go with whatever décor is in the room you have it in. You can spray paint the pinecone covered ball when you are done if you want a different color than brown (my mom loved to paint everything gold).