Dress professionally--black pants or skirt and white shirt with long sleeves are standard. Keep jewelry simple and understated, or avoid it entirely.
Clean and grease your French horn's valve slides, lubricate the valve mechanisms and tune the horn if necessary with an electronic tuner. Adjust the tuning slides as necessary. Finally, polish the horn with a soft cloth to remove fingerprints.
Be well practiced. There's no substitute for knowing the material inside and out; this will help you to be calm and comfortable when you audition.
Relax your lips before entering the audition. Flatten and widen them as much as possible, then blow air through them so that they vibrate loosely. Your lips control the tone of your music, so if they're too tight your French horn may sound squeaky.
Have your sheet music--if permitted--ready and organized before entering the audition.
Continue playing even if you mess up, or if someone you're playing with messes up. This shows that you're a poised and capable musician.
Remember to smile and thank the audition official for the opportunity to audition; this is another way of demonstrating poise.