For this project I cut a ring out of a cardboard box as our front door is under cover, but if you don't have that luxury, use a wire ring from a florist to avoid a soggy cardboard mess. after immense fun getting the whole family involved in collecting pinecones a few months back, I let them completely dry out and then spray painted them silver. Next, I attached each one to the cardboard ring with thin wire, embedding the wire into the folds of the cones so that it was mostly hidden. Using a door hanger from the pound shop, we had ourselves a nice little wreath to adorn our door.
Incidentally if you are thinking about starting a pinecone war on your next country walk, whip out the old goggles. Not only does this show your opponent you mean business, the eye injuries vastly reduce too. Bonus.