Rick, don't use the broiler to roast them, just the normal "bake" setting. (and don't use plastic wrap in the stove oven, just the microwave!)
It sounds like yours might be acorn squash, or at least about the size of acorns; try baking them whole as Tom described, then cut in half, scoop out the seeds, brush with butter, sprinkle with a little brown sugar, and put back into the oven for a few minutes.
