Proton generation, transport and interaction with hollow cone targets are investigated by means of two-dimensional PIC simulations. A scaled-down hollow cone with gold walls, a carbon tip and a curved hydrogen foil inside the cone has been considered. Proton acceleration is driven by a 10²⁰ W?cm² and 1 ps laser pulse focused on the hydrogen foil. Simulations show an important surface current at the cone walls which generates a magnetic field. This magnetic field is dragged by the quasi-neutral plasma formed by fast protons and co-moving electrons when they propagate towards the cone tip. As a result, a tens of kT B_z field is set up at the cone tip, which is strong enough to deflect the protons and increase the beam divergence substantially. We propose using heavy materials at the cone tip and increasing the laser intensity in order to mitigate magnetic field generation and proton beam divergence.