There are a number of ways you could go about it.   It depends what sort of helmet you are wanting.  Is it like the roman helmet on my gallery page (David Osborne. Gallery?) or something taller or more elaborate?

If the balloon shape is a reasonable fit, just work as follows:-
where the shape is too small, cut it and insert pieces of card, preferably with a stapler.
where you need to add pieces, use card and either glue or staple where it is practical.
where the shape is too large, cut out a section and rejoin.
where you want a different shape, damp the layered paper, bend into shape and dry it thoroughly.

If this looks like a lot of work, you could start again by pressing three layers of aluminium foil over your head.  Although you have to deal with it fairly delicately, it will retain a reasonable former of your head shape.
If you want a really good close fit, cover your head with clingfilm and get someone to put about three layers of paper over it.  Walk around in the sun for a while or use a hairdryer until it holds its form.  Mind you, the neighbours may be surprised!
:twisted: 

Put a picture on the gallery then, Texan Tammy.  Perhaps one of you walking around there in Saudi Arabia too??
:oops: