Combine pumpkin with sugar, salt, shortening, and milk. In a small bowl, dissolve yeast in the lukewarm water. When pumpkin mixture has cooled to lukewarm, add dissolved yeast and flour. Knead well, cover, and let rise in a warm place overnight. In the morning, shape into a large loaf and bake at 375 degrees F for 20 minutes. Reduce heat to 350 degrees F and bake another 40 minutes.