Preheat the oven on 380F. Cut the butternut squash in half and place it on a greased pan with the cut sides down. Roast for an hour or until tender. After it is done, peel it and cut it in large pieces.
Melt the butter in a large pot, and cook the onion, celery, carrot, potatoes, garlic, and squash 5 minutes.
Pour in enough hot water to cover vegetables. Add the cinnamon and cayenne peper. Bring to a boil. Reduce heat to low, cover pot, and simmer 40 minutes, or until all vegetables are tender.
Transfer the vegetables (without the stock) to a blender, and blend until smooth. Return to pot, and mix in 1/2 a cup milk or half and half to attain desired consistency. If needed add some of the vegetable stock. Season with salt and pepper.