In the future, adding a reference picture helps clear up confusion and get you faster replies. I agree that foam is the best chance you have at making that shape possible. You may need to build it with multiple pieces of foam.
See me at Vancouver's own Anime Revolution in August 2012!
See me there as Lumpy Space Princess.
Princess Bubblegum-Adventure Time
The Flower Card-Cardcaptor Sakura
Rika Furude(school outfit)-Higurashi No Naku Koro Ni