Its Okay, Paul, I have bought cactus with strawflowers glued to their heads too. Sometimes they are just too good to pass up.
If you are patient, the cactus will pop the strawflowers off without causing damage. As the cactus grows, the cactus's waxy body will unglue those beastly little flowers. If the glue is on the spines and you can't get it off, cut the spine.