This helmet can be find in the arena. When you enter the arena from the platinum strip there will be stairs going up.

Once you reach the top you will be in front of the stage. Look to your left in the corner and there will be some crates.

Climb on the crates and then climb on the ledge in front of you.

Look to your right and follow this ledge. You will reach the roof above the center of the stage and there you will find this 'helmet'.

It's actually basically a moosehead (a set of horns). Equip them with B and there you go.

Once you have this weapon you can hold X and Frank will sprint. These horns will kill zombies when you run through them.

It's a great weapon to help you in Challenges that involve time (in sandbox mode).

It's also a great way to get through large crowds of zombies.

For each kill with this TIR moose helmet you get 175pp, it's a brilliant way to level up.