Preheat oven to 400 degrees. Place whole squash on baking tray and bake for an hour or until a knife pokes through skin easily. Remove from oven and let cool. Cut in half lengthwise and scoop out seeds; then scoop out flesh into a blender or food processor. Add coconut milk, red curry paste (start with 1 teaspoon and add more if you like it spicier) and broth. Blend until smooth; season to taste with salt. Pour into a saucepan to warm up before serving.