First Step: Preheat your oven to 350 degrees. Cut a sugar pumpkin in half and clean the inside cavity. Brush the cut sides with oil, and bake cut-side-down on a baking sheet until a fork easily pierces the skin.
Second Step: Remove the pumpkin from the oven and let cool. Peel away the skin, and mash the pumpkin flesh. For an even smoother puree, you can blend the cooked pumpkin in a food processor.