Yes it is very simple. You have two options .....
Piezo horns do not need a cross over, you could buy one and simply wire it off the input jacks. If it is to loud wire in a resistor to lower the volume.
The way is buy a higher quality horn, fane make a nice one, and use a simple cross over. There are many free cross over software programs on the net to work out the right components.
Hope this helps.