Well I guess I have few question:
1. Have you started your retreive work inside or have you moved outside immediately?
Here are a few ideas:
Try using something like a squeak toy to see if you can get him interested in retrieve that then attach the toy to a horn and eventually get rid of the squeeky toy.
If he likes the water alot of times you can get them started with the retrieve by taking the half batting ball with a tyne in it and pitch it into the water - start close to the edge of the pond or lake and eventually if he is cooperating throw it further and further.
Try throwing the horn on something that makes noise like blacktop or concrete.
Try walking away from your dog when he lays down with the ball/horn - hopefully when he sees you walk off he will bring the horn/ball with him.
Hope this helps if none of this works give me a cal. Amy