I'd heard of roasting it in the oven or microwaving it first to soften it, but then I'd still find myself almost cutting off a finger trying to peel it. But here is the additional secret:
1) Take the squash and prick it with a fork multiple times like you would a potato before putting it in the microwave.
2) Microwave the squash for three minutes.
3) Take it out and chop off the top and bottom of the squash.
4) Then take a potato peeler and peel the skin of the squash.
5) Then scoop out the seeds and dice the squash.
By piercing it with the fork and chopping off the top and bottom you make it dramatically easier to handle and the peeler trick saves you from losing a finger. Hope this trick helps you as much as it did me and now you're more inclined to enjoy the fabulous flavor of butternut squash this fall season.