Hmm, do you have the ACT. and SPR. Files of the Valkyrie Helm?
If you do,
C: -> Program Files -> Gravity -> RO -> Data -> Sprite
In this sprite folder, you have to make two if there aren't already two folders. One of them is called:
¾Ç¼¼»ç¸® <--- You need this for the Valk Helm.
and the other is called
ÀÌÆÑÆ® <--- This is for other stuff like Hunter's Falcon sprites I think.
Then, you enter the ¾Ç¼¼»ç¸® folder. In the ¾Ç¼¼»ç¸® folder, you need three folders.
¿© <---Female Headgears
³² <---Male Headgears
¾ÆÀÌÅÛ <--- Universal, you just need it there xD
You need the above three ^^^^
After you have made those, you need the ACT. and SPR. files to continue. Copy and paste the two files into the two folders below.
For the ¿© folder, you rename the ACT. and SPR. files as ¿©_¹ß۸®Åõ±¸
For the ³² folder, you rename the ACT. and SPR. files as ³²_¹ß۸®Åõ±¸
I hope that kinda helped.