Please link an image of your character int he future as not everyone will know what your talking about.
You wig might not be thick enough so keep that in mind while your styling. (I recommend punky wigs for this reason.)
All you need just Got2B Glued Hairspray and a blow-drier to speed up the process on low temp (you can use high temp with heat resistant wigs).
I started with the middle spike pulling the hair up into shape and blasting it with hair spray. While holing the tip i would use the hair drier till the hairspray set then worked around that first spike doing the same method.