Peel squash and cut in 1" cubes (an easy way to do this is place the entire squash in a preheated 350 degree oven until squash has softened, then peel away the skin after the squash has cooled). Place squash in a 2 quart (or larger) stock pot with marjoram, chicken stock and cayenne, cook uncovered over medium heat for 30 minutes or until squash is tender. When cooked, allow the squash to cool slightly (unless you have a food processor or blender that can withstand the heat), then place the squash (a little at a time) into the blender or processor until smooth. Return squash to the pot (leave heat at medium-low) then stir in cream and butter and allow to simmer for another 15 minutes still uncovered. While soup is simmering, slice Kielbasa sausage (width wise) 1/4 inch thick and saute' in oil until brown, remove from heat and place in a bowl. When soup is heated through, ladle soup in a bowl and top each bowl with Kielbasa.