Everthing I ever heard about it involved carved pumpkins... 

You have to keep your pumpkin hydrated, and there are several ways of doing that. After you carve the jack-o-lantern design into your pumpkin, coat the cut edges and the inside of the pumpkin with petroleum jelly. Good old Vaseline will help seal in the moisture of the pumpkin and extend the life. Vegetable oil can be used instead of Vaseline, or spray the inside of the pumpkin with hair spray. Either of the three will seal in moisture and keep your pumpkin fresh till Halloween.

If not carved, keep it in a cool place (off the floor) and on some packing popcorn and rotate it every day or so. You can hair spray the outside too.

If it starts to shrivel, put it in water with 1 tsp of bleach per gallon (to prevent mold), and after it puffs back out, hair spray it... and mist it everyday.

That's it.... and hope they last.

Yeah, same thing has happened to me.  I have tried to grow them in the past but have had little success with them.  Same with cantelopes and watermelon.  I know for cantelopes you need to put straw under them when they are getting to the point of picking so they don't develope 'bad spots'- soft spots where they sit around on wet ground. 

It's been so dry this year that I was shocked to see pumpkins grow out, but doubly shocked because the ones I have were planted by my brother who had planted them because he had been out planting clover to attract deer.  He had some extra seed on him and planted them not thinking they'd come out.  Well, they did.  I guess I should say I was further shocked because we have had a drought for a while and would have bet anything they'd have died out.  As far as I know they'll keep till Halloween.