I am tempted to think Quince but I am not sure about it being segmented. It is a shrub and not a gourd vine?

do you have a photo of the foliage of the bush? I have seen these before but cant bring the plant to mind.

they do look quince like but usually they are not segmented. BA

How interesting. Hope someone comes up with an answer, otherwise send a leaf & fruit to RHS Wisley & they should identify it for you.

Looks like a type of Acorn squash, going by
http://i.ehow.com/images/GlobalPhoto/Articles/5041173/205466-main_Full.jpg

So they do, just had a look Longleaf.

Yep, I'd say squash - they look remarkably like the small acorn squash I cooked and ate last autumn... although how and why it's still alive after this winter is a bit of a mystery.

Kitty does say that it is a bush! I asked if it could be a vine for the same reason as the rest of you.
Hi, Kittymitch, do you want to come back and describe the plant in more detail, or another picture?