Dry them out on a plate lined with Wax paper. Once they are dry, put them in a paper envelope until spring. Plant them directly in the ground. They grow fast and you don't need to start them indoors. In fact they don't like being transplanted. I plant mine about 2-3 weeks after the average last frost for my area. If you are only planting for your own consumption you can make a small mound of soil. Then plant about 8 seeds in a circle about 2 feet accross. Once the plants are up and making true leaves, remove the 4 smallest weakest plants. By fall you should have plenty of acorn squash.

Good advice there! You should consider that the seeds you gathered may be from a hybrid squash. If this is so, the ones you raise next year may not be exactly the same as the parent. If you are interested in seed saving you can find tons of info on the Seed Saving Forum. Have fun!

Here is a link that might be useful: Seed Saving Forum