Dio would use the horns to emphasize a particularly dark moment. The moment had to deserve the horns. Dio himself did not invent the sign, the horns were originally an italian gesture that was used either to repel or to give the evil eye, and went by the name Mano Cornuto. Dio gives the credit to his grandmother for impressing the horns upon him, for she was the one who used it the most around him.
Lil JJ-" Yo I'm in the horn right now son. I think i need to use yo computer for about 15-20 min."
Person 2: Yeah, he had The Horn.
Person 1: Oh shit! is he gunna be ok?
Person 2: They're not sure. He has been in hospital for the last 4 days, they just can't seem to get him stop it. There's not much hope.
Person 1: Poor guy.