Yes, like Rene said. You may have to "manhandle" the korker a bit. You know how you wrapped around the korker? At some point, put a dot of glue on the back of the korker to attach it to the pony o and start wrapping around the inside of the pony o as well. Don't worry about getting glue on the pony o. It has never melted it when I've done it.
Also, IMO korkers on pony o's look best when you don't use the pony o to actually secure the hair back. Use a plain pony o and slip the decorated one on top of/in front after you have the hair the way you want it.