I think that BGG thread clears up that question nicely, but I just wanted to clear up the bit about when to play treasure cards in a specific order.
Treasures are actually only allowed to be played during the buy phase. They are played in any order the player chooses, but only during the Buy phase. This mostly became important in the Prosperity expansion since there are Treasure cards in there that affect your buying abilities.
For example, when you play the Contraband card from your hand, the player to your left designates a card that you can't buy from the supply for the rest of that buy phase. If you had multiple buys, you would not want to play Contraband until after you bought the card you really wanted.
Similarly, the Grand Market card cannot be bought if you have any Copper in play. So with multiple buys, you'd want to get your Grand Markets first by spending your other Treasure Cards, then play any Coppers toward your remaining buys.
The Black Market card is an exception to the rules as it allows you to, in effect, have an extra "mini-buy phase" where you're only able to buy from the Black Market.
So I was wrong to site Black Market as an example, but the point was moot, since neither the Horn of Plenty or any other Treasures were being played during the action phase of that game anyway. On the occasion you mention, Caralee had played her Horn of Plenty as her first and only treasure during her Buy phase, since she didn't have enough coins to buy anything else. We were encouraging her to play her copper as to count as another unique card.