Small children love anything to do with Halloween and parents love celebrating each aspect of the holiday along with them. One way to incorporate the tradition of the jack-o-lantern without having to deal with the overwhelmingly messy insides of the pumpkin, sharp knives, or potentially dangerous candle is to simply decorate a pumpkin.
One option that is fun, natural, and seasonal is to use dried flowers and leaves. Simply use a wooden kabob skewer to poke holes in the pumpkin. Then slip the stems into the holes. The centers of flowers like black-eye-susans work well for eyes and noses. Leave make great hair.
You can also decorate with supplies you might be more likely to already have in your craft supply like markers, glitter, or stickers.