I think the idea behind OVA 8 is that Cordelia is trying to find a new look for herself for the upcoming reception (or something) but the hats she received as gifts look even sillier than the usual one
http://www.youtube.com/watch?v=7nmrx6BVC6g
The ending is priceless though that
Spoiler for spoiler:
Von Borg was doing the same thing
A clear sign of treason! Off with his head, I say