Nancy,
I haven't ever carved or burned gourds, but there is an article in the last issue of Chip Chats on burning them.
As far as carving them goes, I would think that you could learn some methods from someone who carves ostrich eggs. (I don't have any sights available, but I know they're out there.) The reason I suggest this is because of the 'thinness' of the gourd.
In the chip chats article by Bob Boyer ,(e-mail:
pyrographer@msn.com ) he comments on two women that excell in decorating gourds (Denise Meyers and Marguerite Smith) and states that Denise Meyers is reported to have sold a burned gourd for $10,000.00. (sure would like to do that!

)
I'm thinking that if you contact Mr. Boyer through the e-mail address listed above, he will be able to put you in contact with someone who can give you all the information you need to get started.
Good luck and let me know if this helped.