On a cutting board, cut the squash in half lengthwise and scoop out the seeds.Place one half face down on a plate, and microwave. Repeat with the second squash half.
Scoop out the microwaved squash from the shell and add it to the saucepan.Add the broth, marjoram, black pepper, and cayenne pepper.Bring to a boil and cook.
Stir in the cream cheese and puree the soup in the pan with ahand-held immersion blender and blend until smooth.Cook in the saucepan until heated through. Do not allow it to boil.