The leg folding in simply has to do with rotations of the individual parts of the joints - its simply something that an iKsolver does to things. There's a number of ways to counter it, from simply adding fK keys, to setting up pole-vector keys (a different way to set up iKs, but please don't ask me about them...)
As for the horns, you geometry itself should never actually affect the skeleton. (actually, if it did, you'd probably get a bunch of double transforms). I'd extrude them out as part of the geometry, and if the deform, skin-weight them so that they don't; you can find most of what you need in the maya help files. But so long as there aren't too many joints next to them, the horns shouldn't deform to much.
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