Unless you want to hold that sucker on your lap while you cut it with a sawzall, you best have a method to keep it steady.
Here, Lisa is showing off our great pumpkin carving jig. "Huh?" you say. "You have a special jig to carve pumpkins?"
Not really, I just have a bunch of 1 x 4 's I clamped to a work surface in a triangle. After it was clamped down, I decided it needed some padding so I wrapped the wood in old rags and then clamped it down again. This resulted in a jig that was simple, didn't cost anything, and holds the pumpkins steady.
I'll include another photo to show you what it looks like further.
If you don't want to go through all of this trouble, I suggest using an old towel and making a sort of donut out of it. That will hold your pumpkin in place fairly well.