This has already been thought of: http://thewildlife.wbur.org/2014/10/15/dehorning-rhinos-a-wh...
It's not the best solution -- rhino horns grow back slowly, poachers don't want to wait around for years with a flock of rhinos, and it makes the rhinos less able to do their thing in the wild.
As mentioned in that article, one big problem is that poachers really don't want to waste their time, and it's hard to tell if the horn is there from afar, so they're likely to kill the animal regardless just so that they don't waste time tracking it down again on their next poaching attempt.
