Cut squash in half; discard seeds. Place squash cut side down in a 15x10x1-in. baking pan. Add 1/2 in. of hot water to pan. Bake, uncovered, at 350° for 40 minutes. Drain water from pan; turn squash cut side up. Bake 20-30 minutes longer or until tender. Cool slightly.
Carefully scoop out squash into a blender or food processor; cover and process until smooth. Set aside.
In a large saucepan, saute onion and apple in butter until tender. Add the garlic, curry powder and ginger; cook 1 minute longer. Stir in broth and pureed squash. Bring to a boil. Reduce heat; simmer, uncovered, for 15 minutes. Reduce heat to low. Add the cream, salt, pepper and cayenne if desired; heat through (do not boil).