Step 1: Buy a pumpkin. You don't want a huge one, lest is dwarf the size of your Mr. Potato Head pieces.
Step 2: Decide where you want the body parts to go, and press the posts firmly into the pumpkin so that you make a dent in the skin (the posts aren't stiff enough to actually penetrate the skin).
Step 3: Use a small screwdriver, awl, or ice pick to poke holes at each dent. Each hole should be a little smaller than the actual post, so the pieces won't fall out.
Step 4: Insert pieces into the holes.
Step 5: Wash the ice pick, and any pieces that get pumpkin guts on them.
This craft was inspired by the Mr. Potato Head pumpkin pieces you can buy to make various characters (ninja, pirate, etc.). But why would I spend $10 on more Mr. Potato pieces when I've got a billion of them at home? I'm guessing the official pumpkin pieces are a larger scale than the potato pieces, and they might be pointier and stiffer so you can skip the awl ... but I have to admit, taking an icepick to the eyeballs of my pumpkin was a good way to let off steam this morning :)