Mine do the same.....I have taken to hand pollenating them!! Look for the male and female flowers and give nature a helping hand. I have 4 fruits growing now. Its my first time growing squashes so I'm trying things out too! :)

The female flowers have a baby pumpkin behind the flower, and the males don't. You transfer the pollen from the inside of the male flower to the stigma inside the female flower with an artist's paintbrush, or Q-tip, or just pick a male flower, and gently pull the petals off.